-21.0%
DHI vs PR
+77.2%
-98.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.3% | -0.8% | -1.5% | -2.5% |
| 30D | -5.3% | +11.3% | -16.5% | -3.4% |
| 3M | -7.8% | +24.1% | -31.8% | -4.3% |
| 6M | -5.4% | +25.4% | -30.7% | -3.5% |
| YTD | -2.7% | +71.2% | -73.9% | -5.2% |
| 1Y | -21.0% | +78.6% | -99.6% | -23.1% |
| All | -21.0% | +77.2% | -98.2% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling