-22.9%
DHI vs S
+8.9%
-31.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -3.4% | -0.7% | -2.8% | -3.4% |
| 30D | -5.4% | -11.4% | +6.0% | -4.9% |
| 3M | -10.4% | +33.8% | -44.3% | -12.3% |
| 6M | -2.8% | +39.5% | -42.2% | -5.7% |
| YTD | -3.4% | +31.7% | -35.1% | -6.2% |
| 1Y | -22.9% | +7.0% | -29.9% | -23.9% |
| All | -22.9% | +8.9% | -31.8% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling