+427.1%
DHI vs RACE
+649.8%
-222.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | -4.1% | -1.2% | -2.9% | -3.5% |
| 30D | +9.3% | +6.1% | +3.1% | +6.3% |
| 3M | -2.6% | -0.3% | -2.3% | -2.5% |
| 6M | +4.1% | +23.4% | -19.3% | -6.0% |
| YTD | +2.3% | +12.5% | -10.2% | -4.1% |
| 1Y | +2.7% | -0.5% | +3.2% | +1.9% |
| 3Y | +23.2% | +23.6% | -0.4% | +4.8% |
| 5Y | +57.3% | +65.4% | -8.1% | +13.6% |
| 10Y | +497.8% | +715.5% | -217.7% | +124.9% |
| All | +427.1% | +649.8% | -222.7% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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