+22.3%
DHI vs PL
+540.6%
-518.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.6% |
| 7D | -8.0% | +22.3% | -30.3% | -8.6% |
| 30D | +7.0% | -8.3% | +15.3% | +7.2% |
| 3M | -0.6% | -43.3% | +42.7% | +1.2% |
| 6M | +1.5% | -65.8% | +67.3% | +4.8% |
| YTD | +1.5% | -29.5% | +31.0% | +1.1% |
| 1Y | +0.4% | +11.7% | -11.3% | -2.6% |
| All | +22.3% | +540.6% | -518.3% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling