+9.8%
DHI vs NUE
+72.6%
-62.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +2.6% |
| 7D | +7.6% | -10.8% | +18.3% | +10.8% |
| 30D | +15.3% | -2.1% | +17.4% | +15.2% |
| 3M | +4.4% | -10.4% | +14.8% | +7.5% |
| 6M | +8.3% | +6.4% | +1.9% | +3.1% |
| YTD | +10.4% | +51.9% | -41.5% | -13.1% |
| 1Y | +9.8% | +71.1% | -61.3% | -24.3% |
| All | +9.8% | +72.6% | -62.8% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 1y: compounded portfolio wealth divided by compounded NUE 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…
1y analysis · Full analysis span regression · 6 months rolling