+404.6%
DHI vs ITW
+194.8%
+209.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.9% |
| 7D | -3.4% | -0.7% | -2.7% | -2.9% |
| 30D | -5.4% | -8.3% | +2.9% | +0.8% |
| 3M | -10.4% | +6.0% | -16.5% | -14.3% |
| 6M | -2.8% | 0.0% | -2.8% | -2.7% |
| YTD | -3.4% | +10.2% | -13.6% | -9.9% |
| 1Y | -22.9% | +3.2% | -26.1% | -24.5% |
| 3Y | +20.7% | +21.0% | -0.3% | +5.1% |
| 5Y | +62.1% | +37.9% | +24.2% | +28.5% |
| All | +404.6% | +194.8% | +209.8% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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