+404.6%
DHI vs MSCI
+634.9%
-230.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | -3.4% | -3.2% | -0.2% | -2.1% |
| 30D | -5.4% | -1.1% | -4.3% | -5.0% |
| 3M | -10.4% | -6.3% | -4.1% | -8.7% |
| 6M | -2.8% | +2.1% | -4.9% | -4.6% |
| YTD | -3.4% | -2.3% | -1.2% | -4.4% |
| 1Y | -22.9% | -3.9% | -19.0% | -23.5% |
| 3Y | +20.7% | +7.5% | +13.2% | +10.1% |
| 5Y | +62.1% | -9.8% | +71.9% | +54.9% |
| All | +404.6% | +634.9% | -230.3% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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