+73.0%
DHI vs BURL
-17.2%
+90.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.9% |
| 7D | +4.3% | +4.1% | +0.2% | +3.2% |
| 30D | +14.3% | -9.5% | +23.7% | +17.5% |
| 3M | +4.3% | -33.5% | +37.8% | +16.6% |
| 6M | +2.7% | -22.1% | +24.8% | +9.2% |
| YTD | +6.7% | -14.6% | +21.2% | +10.1% |
| 1Y | +6.1% | -8.4% | +14.5% | +6.5% |
| 3Y | +33.5% | +86.6% | -53.1% | +3.9% |
| All | +73.0% | -17.2% | +90.2% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling