+780.2%
DHI vs BURL
+1,001.7%
-221.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.4% |
| 7D | +3.1% | +5.9% | -2.8% | +1.4% |
| 30D | +11.0% | -8.3% | +19.3% | +13.8% |
| 3M | +2.1% | -31.6% | +33.7% | +13.5% |
| 6M | +1.7% | -16.6% | +18.3% | +6.3% |
| YTD | +4.9% | -12.1% | +16.9% | +7.4% |
| 1Y | +4.8% | -10.0% | +14.8% | +5.8% |
| 3Y | +25.9% | +94.3% | -68.4% | -2.9% |
| 5Y | +66.0% | -13.2% | +79.2% | +55.3% |
| 10Y | +508.5% | +252.5% | +256.0% | +294.6% |
| All | +780.2% | +1,001.7% | -221.5% | +453.8% |
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