+63.2%
DHI vs NSC
+42.7%
+20.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.2% |
| 7D | -3.4% | -2.8% | -0.6% | -2.0% |
| 30D | -5.4% | -4.5% | -0.9% | -3.2% |
| 3M | -10.4% | +3.5% | -14.0% | -12.3% |
| 6M | -2.8% | +8.5% | -11.3% | -7.3% |
| YTD | -3.4% | +12.3% | -15.8% | -9.4% |
| 1Y | -22.9% | +18.9% | -41.9% | -29.7% |
| 3Y | +20.7% | +74.1% | -53.5% | -12.6% |
| All | +63.2% | +42.7% | +20.6% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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