+423.5%
DHI vs PR
+167.7%
+255.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.7% |
| 7D | -4.1% | +6.0% | -10.1% | -4.5% |
| 30D | +9.3% | -4.2% | +13.5% | +9.4% |
| 3M | -2.6% | +10.0% | -12.5% | -3.4% |
| 6M | +4.1% | +15.6% | -11.5% | +2.7% |
| YTD | +2.3% | +68.2% | -65.9% | -1.9% |
| 1Y | +2.7% | +79.2% | -76.5% | -2.0% |
| 3Y | +23.2% | +94.9% | -71.7% | +16.1% |
| 5Y | +57.3% | +272.8% | -215.4% | +39.7% |
| 10Y | +497.8% | +84.6% | +413.2% | +401.1% |
| All | +423.5% | +167.7% | +255.8% | +347.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling