+654.6%
DHI vs BR
+1,278.7%
-624.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -3.4% | -3.0% | -0.4% | -1.4% |
| 30D | -5.4% | -0.3% | -5.1% | -5.4% |
| 3M | -10.4% | +17.3% | -27.7% | -20.3% |
| 6M | -2.8% | -6.7% | +3.9% | -0.1% |
| YTD | -3.4% | -23.4% | +20.0% | +12.3% |
| 1Y | -22.9% | -32.7% | +9.8% | -2.0% |
| 3Y | +20.7% | -5.9% | +26.6% | +18.6% |
| 5Y | +62.1% | +8.4% | +53.7% | +40.9% |
| 10Y | +410.4% | +189.2% | +221.2% | +96.2% |
| All | +654.6% | +1,278.7% | -624.2% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 all: compounded portfolio wealth divided by compounded BR 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…
all analysis · Full analysis span regression · 6 months rolling