+411.7%
DHI vs PR
+169.5%
+242.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -3.1% | +2.9% | -6.1% | -3.3% |
| 30D | -5.5% | +18.0% | -23.5% | -6.5% |
| 3M | -2.2% | +16.9% | -19.1% | -3.4% |
| 6M | -6.0% | +28.2% | -34.2% | -7.9% |
| YTD | 0.0% | +69.3% | -69.3% | -4.0% |
| 1Y | -18.2% | +69.5% | -87.7% | -21.6% |
| 3Y | +22.5% | +81.7% | -59.1% | +16.1% |
| 5Y | +58.4% | +422.2% | -363.9% | +37.9% |
| 10Y | +405.2% | +110.4% | +294.8% | +330.1% |
| All | +411.7% | +169.5% | +242.2% | +337.6% |
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