+68.4%
DHI vs COMP
-52.8%
+121.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.4% |
| 7D | -8.0% | +8.9% | -16.9% | -9.5% |
| 30D | +7.0% | +14.0% | -7.0% | +4.4% |
| 3M | -0.6% | -21.1% | +20.5% | +2.9% |
| 6M | +1.5% | +20.1% | -18.6% | -2.3% |
| YTD | +1.5% | -5.0% | +6.5% | -0.2% |
| 1Y | +0.4% | +5.7% | -5.2% | -3.0% |
| 3Y | +21.9% | +412.2% | -390.4% | -12.4% |
| 5Y | +56.1% | -12.1% | +68.2% | +28.3% |
| All | +68.4% | -52.8% | +121.1% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling