+20.7%
DHI vs SFM
+82.1%
-61.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | -3.4% | -10.6% | +7.2% | -2.9% |
| 30D | -5.4% | -15.5% | +10.0% | -4.7% |
| 3M | -10.4% | -17.4% | +7.0% | -9.7% |
| 6M | -2.8% | -3.4% | +0.7% | -3.0% |
| YTD | -3.4% | -8.7% | +5.3% | -3.4% |
| 1Y | -22.9% | -47.2% | +24.3% | -20.3% |
| 3Y | +20.7% | +82.7% | -62.0% | +2.6% |
| All | +20.7% | +82.1% | -61.4% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling