+63.2%
DHI vs RMBS
+265.4%
-202.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -3.4% | +1.8% | -5.2% | -3.7% |
| 30D | -5.4% | -13.9% | +8.5% | -3.5% |
| 3M | -10.4% | -39.8% | +29.4% | -4.2% |
| 6M | -2.8% | -6.0% | +3.2% | -5.2% |
| YTD | -3.4% | -5.4% | +1.9% | -7.2% |
| 1Y | -22.9% | -1.8% | -21.1% | -27.7% |
| 3Y | +20.7% | +53.7% | -33.0% | -5.2% |
| All | +63.2% | +265.4% | -202.2% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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