+100.0%
DHI vs QS
-46.4%
+146.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | -3.4% | -3.6% | +0.2% | -3.2% |
| 30D | -5.4% | -17.2% | +11.8% | -4.3% |
| 3M | -10.4% | -27.0% | +16.5% | -9.0% |
| 6M | -2.8% | -24.6% | +21.8% | -1.6% |
| YTD | -3.4% | -49.3% | +45.9% | -0.1% |
| 1Y | -22.9% | -40.3% | +17.4% | -21.9% |
| 3Y | +20.7% | -23.8% | +44.5% | +15.7% |
| 5Y | +62.1% | -75.0% | +137.1% | +57.5% |
| All | +100.0% | -46.4% | +146.4% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling