+544.6%
DHI vs QSR
+205.8%
+338.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -3.4% | -4.0% | +0.6% | -1.3% |
| 30D | -5.4% | +2.8% | -8.2% | -6.8% |
| 3M | -10.4% | +5.1% | -15.5% | -12.9% |
| 6M | -2.8% | +8.8% | -11.6% | -7.4% |
| YTD | -3.4% | +14.8% | -18.2% | -10.9% |
| 1Y | -22.9% | +25.7% | -48.6% | -32.2% |
| 3Y | +20.7% | +27.5% | -6.8% | +3.5% |
| 5Y | +62.1% | +41.3% | +20.9% | +30.5% |
| 10Y | +410.4% | +133.8% | +276.6% | +203.7% |
| All | +544.6% | +205.8% | +338.8% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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