+404.6%
DHI vs SBAC
+87.1%
+317.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.7% |
| 7D | -3.4% | -2.1% | -1.3% | -2.5% |
| 30D | -5.4% | +2.0% | -7.4% | -6.3% |
| 3M | -10.4% | -8.3% | -2.1% | -7.5% |
| 6M | -2.8% | +0.3% | -3.1% | -5.1% |
| YTD | -3.4% | -2.2% | -1.2% | -4.9% |
| 1Y | -22.9% | -4.6% | -18.3% | -23.3% |
| 3Y | +20.7% | -8.3% | +29.0% | +20.4% |
| 5Y | +62.1% | -42.8% | +105.0% | +99.0% |
| All | +404.6% | +87.1% | +317.5% | +343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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