+404.6%
DHI vs M
-3.0%
+407.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +0.1% |
| 7D | -3.4% | -4.2% | +0.8% | -2.6% |
| 30D | -5.4% | -7.2% | +1.7% | -4.1% |
| 3M | -10.4% | -11.1% | +0.7% | -8.4% |
| 6M | -2.8% | +28.8% | -31.6% | -8.0% |
| YTD | -3.4% | +2.0% | -5.5% | -4.5% |
| 1Y | -22.9% | +31.3% | -54.2% | -27.7% |
| 3Y | +20.7% | +119.1% | -98.4% | -2.6% |
| 5Y | +62.1% | +29.7% | +32.5% | +39.9% |
| All | +404.6% | -3.0% | +407.6% | +247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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