+438.0%
DHI vs P
+485.4%
-47.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | -3.1% | +6.5% | -9.7% | -4.2% |
| 30D | -5.5% | +18.8% | -24.3% | -8.7% |
| 3M | -2.2% | +26.7% | -29.0% | -7.3% |
| 6M | -6.0% | +62.2% | -68.1% | -15.5% |
| YTD | 0.0% | +48.5% | -48.5% | -9.6% |
| 1Y | -18.2% | +26.4% | -44.6% | -25.4% |
| 3Y | +22.5% | +159.4% | -136.9% | -11.5% |
| 5Y | +58.4% | +275.8% | -217.4% | +1.8% |
| 10Y | +405.2% | +732.0% | -326.8% | +163.8% |
| All | +438.0% | +485.4% | -47.3% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling