+404.6%
DHI vs MKTX
+5.0%
+399.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -5.4% | +0.7% | -6.2% | -5.6% |
| 3M | -10.4% | +40.8% | -51.2% | -19.7% |
| 6M | -2.8% | -8.0% | +5.2% | -1.6% |
| YTD | -3.4% | -8.7% | +5.3% | -2.2% |
| 1Y | -22.9% | -11.8% | -11.1% | -21.3% |
| 3Y | +20.7% | -24.0% | +44.7% | +24.7% |
| 5Y | +62.1% | -60.3% | +122.5% | +99.7% |
| All | +404.6% | +5.0% | +399.5% | +405.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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