+396.1%
DHI vs PR
+87.0%
+309.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.4% |
| 7D | -6.1% | -0.2% | -6.0% | -6.1% |
| 30D | -10.1% | +10.4% | -20.5% | -10.7% |
| 3M | -7.3% | +21.1% | -28.5% | -8.7% |
| 6M | -6.1% | +28.8% | -34.9% | -8.1% |
| YTD | -5.0% | +71.8% | -76.8% | -9.0% |
| 1Y | -22.1% | +73.3% | -95.4% | -25.5% |
| 3Y | +19.2% | +85.9% | -66.6% | +12.7% |
| 5Y | +59.4% | +421.8% | -362.4% | +38.6% |
| All | +396.1% | +87.0% | +309.1% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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