+63.2%
DHI vs HBM
+327.6%
-264.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -3.4% | -3.3% | -0.1% | -3.0% |
| 30D | -5.4% | -4.8% | -0.6% | -5.0% |
| 3M | -10.4% | -0.4% | -10.0% | -11.0% |
| 6M | -2.8% | +17.9% | -20.6% | -6.5% |
| YTD | -3.4% | +33.7% | -37.1% | -9.4% |
| 1Y | -22.9% | +95.6% | -118.5% | -32.1% |
| 3Y | +20.7% | +458.1% | -437.4% | -13.2% |
| All | +63.2% | +327.6% | -264.4% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling