+677.6%
DHI vs QID
-100.0%
+777.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -1.2% |
| 7D | -6.1% | +2.7% | -8.9% | -4.8% |
| 30D | -10.1% | +3.3% | -13.4% | -8.4% |
| 3M | -7.3% | -5.5% | -1.8% | -8.9% |
| 6M | -6.1% | -28.4% | +22.3% | -19.0% |
| YTD | -5.0% | -26.6% | +21.5% | -16.8% |
| 1Y | -22.1% | -34.1% | +12.0% | -35.2% |
| 3Y | +19.2% | -73.7% | +92.9% | -34.0% |
| 5Y | +59.4% | -80.7% | +140.1% | -8.7% |
| 10Y | +401.8% | -99.1% | +501.0% | -40.1% |
| All | +677.6% | -100.0% | +777.6% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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