+12,556.3%
DHI vs M
+599.1%
+11,957.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.1% |
| 7D | -2.0% | +2.4% | -4.4% | -2.8% |
| 30D | -8.3% | -11.6% | +3.3% | -4.4% |
| 3M | -3.7% | +1.6% | -5.3% | -4.6% |
| 6M | -5.4% | +25.2% | -30.6% | -13.1% |
| YTD | -3.0% | +3.8% | -6.7% | -5.5% |
| 1Y | -23.8% | +36.3% | -60.2% | -32.9% |
| 3Y | +21.8% | +116.3% | -94.5% | -16.8% |
| 5Y | +59.6% | +28.2% | +31.4% | +18.3% |
| 10Y | +391.2% | -3.4% | +394.6% | +191.4% |
| All | +12,556.3% | +599.1% | +11,957.3% | +3,263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling