+63.2%
DHI vs MSCI
-10.5%
+73.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | -3.4% | -3.2% | -0.2% | -2.2% |
| 30D | -5.4% | -1.1% | -4.3% | -5.1% |
| 3M | -10.4% | -6.3% | -4.1% | -8.8% |
| 6M | -2.8% | +2.1% | -4.9% | -4.5% |
| YTD | -3.4% | -2.3% | -1.2% | -4.3% |
| 1Y | -22.9% | -3.9% | -19.0% | -23.4% |
| 3Y | +20.7% | +7.5% | +13.2% | +9.9% |
| All | +63.2% | -10.5% | +73.7% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling