+62.3%
DHI vs S
-57.7%
+120.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -2.3% | -1.2% | -1.1% | -2.2% |
| 30D | -5.3% | -12.6% | +7.3% | -3.7% |
| 3M | -7.8% | +27.6% | -35.3% | -11.6% |
| 6M | -5.4% | +35.5% | -40.8% | -10.7% |
| YTD | -2.7% | +29.6% | -32.3% | -7.9% |
| 1Y | -21.0% | +8.1% | -29.1% | -23.3% |
| 3Y | +22.2% | +14.8% | +7.4% | +12.5% |
| 5Y | +62.2% | -70.6% | +132.7% | +68.2% |
| All | +62.3% | -57.7% | +120.0% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling