+47.3%
DHI vs NXT
+171.8%
-124.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.7% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -5.3% | -20.0% | +14.7% | -2.9% |
| 3M | -7.8% | -30.9% | +23.2% | -4.2% |
| 6M | -5.4% | -23.8% | +18.5% | -3.8% |
| YTD | -2.7% | -5.4% | +2.8% | -4.0% |
| 1Y | -21.0% | +28.0% | -49.0% | -25.6% |
| 3Y | +22.2% | +93.3% | -71.1% | +4.0% |
| All | +47.3% | +171.8% | -124.4% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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