+12,501.5%
DHI vs DD
+953.8%
+11,547.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -3.4% | -3.5% | +0.1% | -1.7% |
| 30D | -5.4% | -11.7% | +6.2% | +0.4% |
| 3M | -10.4% | -9.2% | -1.2% | -6.4% |
| 6M | -2.8% | -7.2% | +4.4% | +0.2% |
| YTD | -3.4% | +6.6% | -10.0% | -7.4% |
| 1Y | -22.9% | +32.0% | -54.9% | -34.0% |
| 3Y | +20.7% | +42.1% | -21.4% | -3.4% |
| 5Y | +62.1% | +58.1% | +4.1% | +21.4% |
| 10Y | +410.4% | +65.3% | +345.1% | +243.1% |
| All | +12,501.5% | +953.8% | +11,547.7% | +3,800.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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