+21.8%
DHI vs PL
+518.4%
-496.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.9% |
| 7D | -2.0% | -7.5% | +5.5% | -1.8% |
| 30D | -8.3% | -25.6% | +17.2% | -7.3% |
| 3M | -3.7% | -45.6% | +41.9% | -1.7% |
| 6M | -5.4% | -29.5% | +24.2% | -5.0% |
| YTD | -3.0% | -9.7% | +6.7% | -4.2% |
| 1Y | -23.8% | +84.4% | -108.2% | -28.4% |
| 3Y | +21.8% | +550.0% | -528.2% | -7.4% |
| All | +21.8% | +518.4% | -496.6% | -7.4% |
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