+396.1%
DHI vs MOD
+1,465.6%
-1,069.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.8% |
| 7D | -6.1% | -3.9% | -2.2% | -5.5% |
| 30D | -10.1% | -9.6% | -0.5% | -8.7% |
| 3M | -7.3% | -30.6% | +23.2% | -2.5% |
| 6M | -6.1% | -10.9% | +4.8% | -6.2% |
| YTD | -5.0% | +34.3% | -39.3% | -12.3% |
| 1Y | -22.1% | +18.3% | -40.4% | -27.2% |
| 3Y | +19.2% | +281.9% | -262.7% | -16.9% |
| 5Y | +59.4% | +1,486.4% | -1,427.0% | -19.2% |
| All | +396.1% | +1,465.6% | -1,069.5% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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