+12,596.5%
DHI vs SAN
+2,156.6%
+10,439.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | -2.3% | -0.5% | -1.9% | -2.1% |
| 30D | -5.3% | -0.1% | -5.2% | -5.3% |
| 3M | -7.8% | +19.6% | -27.4% | -14.5% |
| 6M | -5.4% | +32.7% | -38.1% | -16.2% |
| YTD | -2.7% | +26.7% | -29.4% | -13.1% |
| 1Y | -21.0% | +51.6% | -72.6% | -34.7% |
| 3Y | +22.2% | +348.7% | -326.6% | -37.6% |
| 5Y | +62.2% | +378.7% | -316.6% | -23.4% |
| 10Y | +414.3% | +336.9% | +77.3% | +126.4% |
| All | +12,596.5% | +2,156.6% | +10,439.9% | +2,981.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling