+12,501.5%
DHI vs NTRS
+3,905.1%
+8,596.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | -3.4% | +1.4% | -4.8% | -4.1% |
| 30D | -5.4% | -0.7% | -4.8% | -5.2% |
| 3M | -10.4% | +11.3% | -21.8% | -15.7% |
| 6M | -2.8% | +35.5% | -38.3% | -17.4% |
| YTD | -3.4% | +40.6% | -44.0% | -20.1% |
| 1Y | -22.9% | +49.2% | -72.1% | -38.4% |
| 3Y | +20.7% | +167.2% | -146.5% | -30.8% |
| 5Y | +62.1% | +94.9% | -32.8% | +6.2% |
| 10Y | +410.4% | +259.5% | +151.0% | +118.4% |
| All | +12,501.5% | +3,905.1% | +8,596.4% | +2,020.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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