+63.2%
DHI vs RUN
-81.0%
+144.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -3.4% | -3.7% | +0.3% | -3.0% |
| 30D | -5.4% | -13.0% | +7.6% | -3.8% |
| 3M | -10.4% | -31.8% | +21.3% | -6.2% |
| 6M | -2.8% | -32.2% | +29.5% | +1.3% |
| YTD | -3.4% | -53.5% | +50.1% | +3.7% |
| 1Y | -22.9% | -46.5% | +23.6% | -19.8% |
| 3Y | +20.7% | -37.6% | +58.3% | +5.0% |
| All | +63.2% | -81.0% | +144.2% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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