-22.9%
DHI vs MOD
+25.0%
-47.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | +1.0% |
| 7D | -3.4% | -2.8% | -0.7% | -3.1% |
| 30D | -5.4% | -5.1% | -0.3% | -4.9% |
| 3M | -10.4% | -30.3% | +19.8% | -6.6% |
| 6M | -2.8% | -5.6% | +2.9% | -3.8% |
| YTD | -3.4% | +41.8% | -45.2% | -10.6% |
| 1Y | -22.9% | +28.9% | -51.8% | -29.2% |
| All | -22.9% | +25.0% | -47.9% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling