+20.7%
DHI vs S
+15.4%
+5.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -3.4% | -0.7% | -2.8% | -3.3% |
| 30D | -5.4% | -11.4% | +6.0% | -4.4% |
| 3M | -10.4% | +33.8% | -44.3% | -13.8% |
| 6M | -2.8% | +39.5% | -42.2% | -7.5% |
| YTD | -3.4% | +31.7% | -35.1% | -7.7% |
| 1Y | -22.9% | +7.0% | -29.9% | -24.4% |
| 3Y | +20.7% | +11.8% | +8.9% | +5.3% |
| All | +20.7% | +15.4% | +5.3% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling