+9.8%
DHI vs PBR
+64.4%
-54.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | -0.4% |
| 7D | +7.6% | -14.2% | +21.7% | +4.8% |
| 30D | +15.3% | -21.0% | +36.3% | +11.4% |
| 3M | +4.4% | +5.4% | -1.0% | +6.6% |
| 6M | +8.3% | -10.4% | +18.7% | +10.2% |
| YTD | +10.4% | +65.5% | -55.1% | +8.8% |
| 1Y | +9.8% | +61.6% | -51.8% | +9.0% |
| All | +9.8% | +64.4% | -54.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling