+1,382.6%
DHI vs SCHG
+1,132.2%
+250.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.9% |
| 7D | -3.4% | -1.0% | -2.4% | -2.4% |
| 30D | -5.4% | -1.3% | -4.2% | -4.3% |
| 3M | -10.4% | +5.4% | -15.9% | -14.9% |
| 6M | -2.8% | +14.4% | -17.2% | -14.6% |
| YTD | -3.4% | +8.0% | -11.4% | -10.9% |
| 1Y | -22.9% | +12.7% | -35.6% | -32.2% |
| 3Y | +20.7% | +85.6% | -64.9% | -38.9% |
| 5Y | +62.1% | +85.5% | -23.4% | -19.2% |
| 10Y | +410.4% | +456.0% | -45.6% | -32.5% |
| All | +1,382.6% | +1,132.2% | +250.4% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling