+12,945.6%
DHI vs D
+1,635.9%
+11,309.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -3.1% | +1.5% | -4.6% | -3.8% |
| 30D | -5.5% | -2.6% | -2.9% | -4.2% |
| 3M | -2.2% | 0.0% | -2.2% | -2.2% |
| 6M | -6.0% | +7.4% | -13.3% | -9.6% |
| YTD | 0.0% | +15.9% | -15.9% | -7.4% |
| 1Y | -18.2% | +18.1% | -36.4% | -25.1% |
| 3Y | +22.5% | +58.4% | -35.8% | -4.8% |
| 5Y | +58.4% | +5.2% | +53.2% | +48.4% |
| 10Y | +405.2% | +35.9% | +369.3% | +299.5% |
| All | +12,945.6% | +1,635.9% | +11,309.7% | +3,528.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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