+24.9%
DHI vs LYB
-23.8%
+48.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -2.3% | -1.2% | -1.1% | -2.1% |
| 30D | -6.3% | -0.6% | -5.7% | -6.4% |
| 3M | -9.3% | -1.8% | -7.4% | -9.2% |
| 6M | -0.2% | -11.4% | +11.2% | +0.4% |
| YTD | -2.3% | +49.7% | -52.1% | -20.7% |
| 1Y | -20.7% | +20.8% | -41.5% | -30.2% |
| 3Y | +24.9% | -24.2% | +49.0% | +30.3% |
| All | +24.9% | -23.8% | +48.6% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 3y: compounded portfolio wealth divided by compounded LYB 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…
3y analysis · Full analysis span regression · 6 months rolling