+59.4%
DHI vs PAAS
+116.4%
-56.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.8% | -1.9% |
| 7D | -6.1% | -3.7% | -2.4% | -5.7% |
| 30D | -10.1% | -1.9% | -8.2% | -10.1% |
| 3M | -7.3% | +15.1% | -22.4% | -9.3% |
| 6M | -6.1% | -17.1% | +11.0% | -4.8% |
| YTD | -5.0% | -1.3% | -3.7% | -6.4% |
| 1Y | -22.1% | +41.1% | -63.2% | -27.4% |
| 3Y | +19.2% | +244.2% | -225.0% | -8.7% |
| 5Y | +59.4% | +120.8% | -61.4% | +28.4% |
| All | +59.4% | +116.4% | -56.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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