+61.2%
DHI vs PR
+257.5%
-196.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.2% | -1.7% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | +9.8% | -4.6% | +14.4% | +10.0% |
| 3M | -2.2% | +4.7% | -6.9% | -3.0% |
| 6M | +2.0% | +12.4% | -10.4% | +0.2% |
| YTD | +3.3% | +62.9% | -59.6% | -3.7% |
| 1Y | +1.5% | +70.6% | -69.0% | -5.9% |
| 3Y | +24.0% | +90.0% | -66.0% | +12.1% |
| 5Y | +61.2% | +255.5% | -194.3% | +31.3% |
| All | +61.2% | +257.5% | -196.3% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling