+57.5%
DHI vs COMP
-52.3%
+109.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.1% | +2.7% | -1.6% |
| 7D | -6.1% | -8.4% | +2.3% | -4.8% |
| 30D | -10.1% | -20.2% | +10.1% | -6.8% |
| 3M | -7.3% | +28.1% | -35.4% | -11.2% |
| 6M | -6.1% | +14.9% | -21.0% | -9.4% |
| YTD | -5.0% | -4.2% | -0.9% | -6.4% |
| 1Y | -22.1% | +10.2% | -32.3% | -25.3% |
| 3Y | +19.2% | +203.3% | -184.1% | -7.4% |
| 5Y | +59.4% | -29.2% | +88.6% | +33.6% |
| All | +57.5% | -52.3% | +109.8% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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