+428.6%
DHI vs PR
+159.2%
+269.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.2% | -1.7% |
| 7D | -6.1% | -0.5% | -5.6% | -6.1% |
| 30D | +9.8% | -4.6% | +14.4% | +10.0% |
| 3M | -2.2% | +4.7% | -6.9% | -2.7% |
| 6M | +2.0% | +12.4% | -10.4% | +0.8% |
| YTD | +3.3% | +62.9% | -59.6% | -0.8% |
| 1Y | +1.5% | +70.6% | -69.0% | -2.8% |
| 3Y | +24.0% | +90.0% | -66.0% | +17.1% |
| 5Y | +61.2% | +255.5% | -194.3% | +43.6% |
| 10Y | +503.7% | +78.7% | +424.9% | +407.1% |
| All | +428.6% | +159.2% | +269.5% | +352.4% |
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 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