+739.4%
DHI vs BURL
+1,051.1%
-311.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.8% | -1.9% |
| 7D | -3.1% | -2.8% | -0.4% | -2.4% |
| 30D | -5.5% | -28.2% | +22.7% | +3.8% |
| 3M | -2.2% | -17.6% | +15.4% | +3.1% |
| 6M | -6.0% | -11.8% | +5.8% | -3.2% |
| YTD | 0.0% | -8.1% | +8.1% | +1.3% |
| 1Y | -18.2% | -12.0% | -6.3% | -17.0% |
| 3Y | +22.5% | +63.3% | -40.8% | -0.3% |
| 5Y | +58.4% | -10.8% | +69.2% | +47.2% |
| 10Y | +405.2% | +215.9% | +189.3% | +234.3% |
| All | +739.4% | +1,051.1% | -311.7% | +422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling