+63.2%
DHI vs REPL
-59.3%
+122.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.7% |
| 7D | -3.4% | -14.1% | +10.7% | -3.4% |
| 30D | -5.4% | -15.2% | +9.8% | -5.5% |
| 3M | -10.4% | +49.9% | -60.3% | -10.3% |
| 6M | -2.8% | +63.5% | -66.3% | -2.9% |
| YTD | -3.4% | +32.9% | -36.3% | -3.5% |
| 1Y | -22.9% | +115.0% | -137.9% | -23.6% |
| 3Y | +20.7% | -34.7% | +55.4% | +21.8% |
| All | +63.2% | -59.3% | +122.5% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling