+62.2%
DHI vs PL
+72.5%
-10.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.5% |
| 7D | -2.3% | -13.9% | +11.5% | -1.4% |
| 30D | -5.3% | -25.5% | +20.2% | -3.4% |
| 3M | -7.8% | -44.8% | +37.0% | -4.4% |
| 6M | -5.4% | -33.3% | +27.9% | -4.5% |
| YTD | -2.7% | -12.7% | +10.0% | -4.6% |
| 1Y | -21.0% | +90.9% | -111.9% | -28.6% |
| 3Y | +22.2% | +528.5% | -506.3% | -11.9% |
| 5Y | +62.2% | +72.7% | -10.5% | +12.3% |
| All | +62.2% | +72.5% | -10.4% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling