+45.3%
DHI vs PL
+67.9%
-22.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | -3.4% | -9.2% | +5.8% | -2.8% |
| 30D | -5.4% | -32.9% | +27.4% | -2.9% |
| 3M | -10.4% | -51.9% | +41.4% | -6.2% |
| 6M | -2.8% | -35.3% | +32.6% | -1.7% |
| YTD | -3.4% | -16.6% | +13.2% | -5.0% |
| 1Y | -22.9% | +70.1% | -93.0% | -29.7% |
| 3Y | +20.7% | +479.2% | -458.5% | -12.4% |
| 5Y | +62.1% | +65.9% | -3.8% | +14.7% |
| All | +45.3% | +67.9% | -22.6% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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