+49.8%
DHCNI vs SPY
+322.5%
-272.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -3.6% | -0.8% | -2.8% | -3.0% |
| 30D | -2.0% | -1.1% | -0.9% | -1.3% |
| 3M | +0.1% | +3.9% | -3.7% | -2.5% |
| 6M | +4.5% | +13.6% | -9.1% | -4.3% |
| YTD | +18.6% | +12.7% | +5.9% | +9.1% |
| 1Y | +7.5% | +17.5% | -10.0% | -4.1% |
| 3Y | +59.7% | +76.9% | -17.2% | +3.7% |
| 5Y | +16.5% | +83.6% | -67.1% | -27.9% |
| All | +49.8% | +322.5% | -272.7% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling