+433.9%
DHI vs RUN
-33.9%
+467.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.1% |
| 7D | -6.1% | -3.4% | -2.8% | -5.7% |
| 30D | -10.1% | -14.0% | +3.9% | -8.3% |
| 3M | -7.3% | -27.5% | +20.2% | -3.4% |
| 6M | -6.1% | -29.0% | +22.8% | -2.6% |
| YTD | -5.0% | -53.1% | +48.1% | +2.3% |
| 1Y | -22.1% | -46.7% | +24.6% | -18.7% |
| 3Y | +19.2% | -38.3% | +57.5% | +4.4% |
| 5Y | +59.4% | -80.7% | +140.1% | +54.2% |
| 10Y | +401.8% | +42.4% | +359.4% | +254.6% |
| All | +433.9% | -33.9% | +467.8% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling