+693.7%
DHI vs SFM
+108.9%
+584.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +0.9% |
| 7D | -2.3% | -7.2% | +4.8% | -1.4% |
| 30D | -5.3% | -14.3% | +9.1% | -3.3% |
| 3M | -7.8% | -13.7% | +6.0% | -6.2% |
| 6M | -5.4% | -6.0% | +0.7% | -5.4% |
| YTD | -2.7% | -8.2% | +5.6% | -2.6% |
| 1Y | -21.0% | -46.2% | +25.3% | -14.9% |
| 3Y | +22.2% | +83.6% | -61.4% | +4.5% |
| 5Y | +62.2% | +212.7% | -150.5% | +24.1% |
| 10Y | +414.3% | +273.0% | +141.3% | +266.0% |
| All | +693.7% | +108.9% | +584.9% | +506.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling