+404.6%
DHI vs SCHG
+459.0%
-54.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.0% |
| 7D | -3.4% | -1.0% | -2.4% | -2.6% |
| 30D | -5.4% | -1.3% | -4.2% | -4.4% |
| 3M | -10.4% | +5.4% | -15.9% | -14.2% |
| 6M | -2.8% | +14.4% | -17.2% | -12.8% |
| YTD | -3.4% | +8.0% | -11.4% | -9.7% |
| 1Y | -22.9% | +12.7% | -35.6% | -30.8% |
| 3Y | +20.7% | +85.6% | -64.9% | -32.7% |
| 5Y | +62.1% | +85.5% | -23.4% | -10.4% |
| All | +404.6% | +459.0% | -54.4% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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