+414.3%
DHI vs BURL
+188.6%
+225.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +2.3% |
| 7D | -2.3% | -7.0% | +4.6% | -0.2% |
| 30D | -5.3% | -35.6% | +30.3% | +8.3% |
| 3M | -7.8% | -26.3% | +18.5% | +0.9% |
| 6M | -5.4% | -20.7% | +15.3% | +0.9% |
| YTD | -2.7% | -17.2% | +14.5% | +1.8% |
| 1Y | -21.0% | -15.0% | -5.9% | -18.9% |
| 3Y | +22.2% | +53.2% | -31.0% | -0.6% |
| 5Y | +62.2% | -18.7% | +80.9% | +54.7% |
| 10Y | +414.3% | +192.1% | +222.2% | +264.4% |
| All | +414.3% | +188.6% | +225.7% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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