+18.7%
DHI vs REPL
-33.1%
+51.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.4% | +6.0% | -2.6% |
| 7D | -6.1% | -13.4% | +7.3% | -6.4% |
| 30D | -10.1% | -3.0% | -7.1% | -10.1% |
| 3M | -7.3% | +56.3% | -63.6% | -5.5% |
| 6M | -6.1% | +60.9% | -67.0% | -2.7% |
| YTD | -5.0% | +36.2% | -41.3% | -1.8% |
| 1Y | -22.1% | +121.0% | -143.1% | -17.7% |
| All | +18.7% | -33.1% | +51.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling