+404.6%
DHI vs IT
+103.1%
+301.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.5% | 0.0% |
| 7D | -3.4% | -3.7% | +0.3% | -2.3% |
| 30D | -5.4% | +0.1% | -5.5% | -5.7% |
| 3M | -10.4% | +20.7% | -31.1% | -17.5% |
| 6M | -2.8% | +12.0% | -14.7% | -9.3% |
| YTD | -3.4% | -28.8% | +25.4% | +4.7% |
| 1Y | -22.9% | -25.5% | +2.6% | -18.4% |
| 3Y | +20.7% | -48.8% | +69.4% | +41.7% |
| 5Y | +62.1% | -42.7% | +104.9% | +78.1% |
| All | +404.6% | +103.1% | +301.5% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling