+404.6%
DHI vs P
+718.8%
-314.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.9% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | -5.4% | -11.9% | +6.4% | -3.6% |
| 3M | -10.4% | +41.6% | -52.0% | -17.0% |
| 6M | -2.8% | +58.1% | -60.9% | -12.8% |
| YTD | -3.4% | +46.5% | -49.9% | -13.0% |
| 1Y | -22.9% | +19.1% | -42.0% | -29.2% |
| 3Y | +20.7% | +150.6% | -129.9% | -14.3% |
| 5Y | +62.1% | +271.8% | -209.6% | +0.2% |
| All | +404.6% | +718.8% | -314.3% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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