+4,058.0%
DHI vs SBAC
+2,110.4%
+1,947.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.8% |
| 7D | -6.1% | -5.3% | -0.8% | -5.1% |
| 30D | -10.1% | +0.4% | -10.5% | -10.2% |
| 3M | -7.3% | -11.9% | +4.6% | -5.2% |
| 6M | -6.1% | -4.5% | -1.6% | -6.0% |
| YTD | -5.0% | -4.3% | -0.7% | -5.1% |
| 1Y | -22.1% | -3.9% | -18.2% | -22.2% |
| 3Y | +19.2% | -11.0% | +30.2% | +20.6% |
| 5Y | +59.4% | -44.1% | +103.5% | +75.9% |
| 10Y | +401.8% | +81.6% | +320.3% | +344.5% |
| All | +4,058.0% | +2,110.4% | +1,947.5% | +2,308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling