+404.6%
DHI vs SHAK
+87.2%
+317.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +1.0% |
| 7D | -3.4% | -8.3% | +4.9% | -1.5% |
| 30D | -5.4% | -12.6% | +7.2% | -2.5% |
| 3M | -10.4% | +9.1% | -19.6% | -12.7% |
| 6M | -2.8% | -31.2% | +28.5% | +3.6% |
| YTD | -3.4% | -21.6% | +18.2% | -0.8% |
| 1Y | -22.9% | -38.8% | +15.9% | -16.2% |
| 3Y | +20.7% | +0.6% | +20.1% | +8.6% |
| 5Y | +62.1% | -22.5% | +84.7% | +48.1% |
| All | +404.6% | +87.2% | +317.4% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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