-23.8%
DHI vs BURL
-12.4%
-11.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.8% | -2.4% |
| 7D | -2.0% | -2.6% | +0.5% | -1.6% |
| 30D | -8.3% | -30.8% | +22.4% | -2.6% |
| 3M | -3.7% | -18.7% | +14.9% | -0.4% |
| 6M | -5.4% | -16.4% | +11.0% | -2.5% |
| YTD | -3.0% | -11.6% | +8.6% | -0.2% |
| 1Y | -23.8% | -12.0% | -11.8% | -20.2% |
| All | -23.8% | -12.4% | -11.5% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling