+404.6%
DHI vs SAN
+357.1%
+47.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +1.0% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | -5.4% | +0.9% | -6.4% | -5.7% |
| 3M | -10.4% | +19.1% | -29.6% | -15.4% |
| 6M | -2.8% | +33.2% | -36.0% | -11.4% |
| YTD | -3.4% | +29.1% | -32.5% | -11.9% |
| 1Y | -22.9% | +50.2% | -73.2% | -33.1% |
| 3Y | +20.7% | +351.0% | -330.4% | -28.3% |
| 5Y | +62.1% | +394.7% | -332.5% | -10.3% |
| All | +404.6% | +357.1% | +47.5% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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