+404.6%
DHI vs NUE
+599.8%
-195.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.2% |
| 7D | -3.4% | -0.6% | -2.8% | -3.2% |
| 30D | -5.4% | -4.6% | -0.9% | -4.1% |
| 3M | -10.4% | -0.3% | -10.1% | -10.8% |
| 6M | -2.8% | +51.9% | -54.7% | -16.5% |
| YTD | -3.4% | +60.0% | -63.4% | -18.8% |
| 1Y | -22.9% | +82.9% | -105.8% | -38.4% |
| 3Y | +20.7% | +66.0% | -45.3% | -3.3% |
| 5Y | +62.1% | +149.0% | -86.8% | +5.6% |
| All | +404.6% | +599.8% | -195.3% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling