+96.6%
DHI vs QS
-47.4%
+144.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.4% |
| 7D | -6.1% | -5.0% | -1.2% | -5.8% |
| 30D | -10.1% | -18.3% | +8.2% | -9.0% |
| 3M | -7.3% | -26.0% | +18.7% | -5.9% |
| 6M | -6.1% | -24.0% | +17.9% | -5.1% |
| YTD | -5.0% | -50.3% | +45.3% | -1.7% |
| 1Y | -22.1% | -38.0% | +15.9% | -21.3% |
| 3Y | +19.2% | -24.6% | +43.8% | +14.4% |
| 5Y | +59.4% | -75.4% | +134.8% | +55.1% |
| All | +96.6% | -47.4% | +144.0% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling