+63.2%
DHI vs P
+268.0%
-204.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.2% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | -5.4% | -11.9% | +6.4% | -4.3% |
| 3M | -10.4% | +41.6% | -52.0% | -14.6% |
| 6M | -2.8% | +58.1% | -60.9% | -9.2% |
| YTD | -3.4% | +46.5% | -49.9% | -9.5% |
| 1Y | -22.9% | +19.1% | -42.0% | -27.0% |
| 3Y | +20.7% | +150.6% | -129.9% | -9.5% |
| All | +63.2% | +268.0% | -204.8% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling