+404.6%
DHI vs MTCH
+208.0%
+196.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | -3.4% | +1.3% | -4.7% | -3.7% |
| 30D | -5.4% | +15.9% | -21.3% | -8.8% |
| 3M | -10.4% | +23.3% | -33.7% | -15.1% |
| 6M | -2.8% | +40.1% | -42.9% | -10.8% |
| YTD | -3.4% | +33.6% | -37.0% | -10.7% |
| 1Y | -22.9% | +14.1% | -37.0% | -26.0% |
| 3Y | +20.7% | +1.4% | +19.3% | +15.7% |
| 5Y | +62.1% | -73.1% | +135.3% | +100.2% |
| All | +404.6% | +208.0% | +196.6% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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