+21.8%
DHI vs PR
+87.2%
-65.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.1% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -8.3% | +17.4% | -25.7% | -9.5% |
| 3M | -3.7% | +21.8% | -25.5% | -5.5% |
| 6M | -5.4% | +27.6% | -33.0% | -8.5% |
| YTD | -3.0% | +71.4% | -74.4% | -10.9% |
| 1Y | -23.8% | +78.3% | -102.2% | -30.6% |
| 3Y | +21.8% | +85.5% | -63.7% | +6.9% |
| All | +21.8% | +87.2% | -65.4% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling