+404.6%
DHI vs NOC
+192.5%
+212.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.4% | +0.8% | -4.2% | -3.7% |
| 30D | -5.4% | -9.7% | +4.3% | -2.4% |
| 3M | -10.4% | -5.6% | -4.8% | -9.2% |
| 6M | -2.8% | -28.6% | +25.8% | +8.0% |
| YTD | -3.4% | -7.9% | +4.5% | -2.5% |
| 1Y | -22.9% | -9.5% | -13.4% | -21.8% |
| 3Y | +20.7% | +28.4% | -7.7% | +4.9% |
| 5Y | +62.1% | +59.0% | +3.2% | +20.7% |
| All | +404.6% | +192.5% | +212.1% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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