+50.4%
DHI vs PL
+84.9%
-34.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.1% |
| 7D | -3.1% | -9.3% | +6.2% | -2.5% |
| 30D | -5.5% | -18.9% | +13.5% | -4.2% |
| 3M | -2.2% | -58.4% | +56.2% | +3.2% |
| 6M | -6.0% | -30.3% | +24.4% | -5.4% |
| YTD | 0.0% | -8.1% | +8.1% | -2.3% |
| 1Y | -18.2% | +180.5% | -198.7% | -29.3% |
| 3Y | +22.5% | +444.1% | -421.6% | -9.7% |
| 5Y | +58.4% | +83.0% | -24.7% | +11.1% |
| All | +50.4% | +84.9% | -34.5% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling