+197.6%
DHI vs NTR
+97.9%
+99.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | -5.4% | +16.8% | -22.2% | -9.8% |
| 3M | -10.4% | +20.7% | -31.2% | -15.8% |
| 6M | -2.8% | +0.5% | -3.3% | -4.2% |
| YTD | -3.4% | +29.2% | -32.6% | -12.7% |
| 1Y | -22.9% | +39.6% | -62.5% | -32.4% |
| 3Y | +20.7% | +37.9% | -17.2% | +4.2% |
| 5Y | +62.1% | +47.1% | +15.1% | +21.3% |
| All | +197.6% | +97.9% | +99.6% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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