+404.6%
DHI vs NYT
+489.9%
-85.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -3.4% | -0.6% | -2.8% | -3.2% |
| 30D | -5.4% | +4.6% | -10.0% | -6.7% |
| 3M | -10.4% | -9.6% | -0.9% | -8.4% |
| 6M | -2.8% | -14.0% | +11.2% | +0.8% |
| YTD | -3.4% | -2.8% | -0.6% | -4.0% |
| 1Y | -22.9% | +15.6% | -38.5% | -27.6% |
| 3Y | +20.7% | +56.3% | -35.6% | +0.5% |
| 5Y | +62.1% | +39.5% | +22.6% | +35.6% |
| All | +404.6% | +489.9% | -85.3% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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