+1,307.4%
DHI vs MSCI
+2,648.6%
-1,341.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -1.1% |
| 7D | -2.0% | -2.1% | 0.0% | -1.0% |
| 30D | -8.3% | -1.7% | -6.6% | -7.6% |
| 3M | -3.7% | -8.2% | +4.5% | -0.6% |
| 6M | -5.4% | -2.4% | -3.0% | -5.5% |
| YTD | -3.0% | -2.8% | -0.2% | -3.9% |
| 1Y | -23.8% | -2.7% | -21.2% | -25.2% |
| 3Y | +21.8% | +7.3% | +14.5% | +9.4% |
| 5Y | +59.6% | -11.4% | +71.0% | +53.7% |
| 10Y | +391.2% | +605.8% | -214.6% | +43.0% |
| All | +1,307.4% | +2,648.6% | -1,341.2% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling