+61.1%
DHI vs S
-57.1%
+118.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -3.4% | -0.7% | -2.8% | -3.3% |
| 30D | -5.4% | -11.4% | +6.0% | -4.1% |
| 3M | -10.4% | +33.8% | -44.3% | -14.8% |
| 6M | -2.8% | +39.5% | -42.2% | -8.7% |
| YTD | -3.4% | +31.7% | -35.1% | -8.9% |
| 1Y | -22.9% | +7.0% | -29.9% | -25.1% |
| 3Y | +20.7% | +11.8% | +8.9% | +11.7% |
| 5Y | +62.1% | -69.0% | +131.2% | +67.8% |
| All | +61.1% | -57.1% | +118.1% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling