+404.6%
DHI vs SIMO
+605.2%
-200.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.2% | -5.5% | +0.7% |
| 7D | -3.4% | +11.0% | -14.4% | -4.8% |
| 30D | -5.4% | +17.9% | -23.3% | -7.9% |
| 3M | -10.4% | +3.9% | -14.4% | -12.6% |
| 6M | -2.8% | +131.0% | -133.8% | -19.2% |
| YTD | -3.4% | +209.3% | -212.7% | -25.2% |
| 1Y | -22.9% | +223.8% | -246.7% | -41.3% |
| 3Y | +20.7% | +479.2% | -458.5% | -21.0% |
| 5Y | +62.1% | +316.0% | -253.9% | +9.7% |
| All | +404.6% | +605.2% | -200.6% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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