+20.7%
DHI vs A
+31.5%
-10.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.5% |
| 7D | -3.4% | -2.6% | -0.8% | -2.2% |
| 30D | -5.4% | -0.9% | -4.6% | -5.2% |
| 3M | -10.4% | +13.6% | -24.1% | -15.6% |
| 6M | -2.8% | +27.8% | -30.6% | -14.1% |
| YTD | -3.4% | +8.6% | -12.0% | -7.8% |
| 1Y | -22.9% | +16.9% | -39.8% | -28.8% |
| 3Y | +20.7% | +32.9% | -12.2% | +0.3% |
| All | +20.7% | +31.5% | -10.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling