+65.8%
DHI vs COMP
-47.7%
+113.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | -5.5% | -13.3% | +7.9% | -3.3% |
| 3M | -2.2% | +41.1% | -43.3% | -7.8% |
| 6M | -6.0% | +17.2% | -23.1% | -9.6% |
| YTD | 0.0% | +5.2% | -5.2% | -2.9% |
| 1Y | -18.2% | +18.9% | -37.2% | -22.6% |
| 3Y | +22.5% | +215.9% | -193.4% | -5.6% |
| 5Y | +58.4% | -31.2% | +89.5% | +32.2% |
| All | +65.8% | -47.7% | +113.5% | +45.2% |
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