+59.4%
DHI vs SIMO
+287.2%
-227.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -2.1% |
| 7D | -6.1% | +12.5% | -18.7% | -7.0% |
| 30D | -10.1% | +18.4% | -28.5% | -11.5% |
| 3M | -7.3% | +5.6% | -12.9% | -8.8% |
| 6M | -6.1% | +116.9% | -123.0% | -16.3% |
| YTD | -5.0% | +188.4% | -193.4% | -19.8% |
| 1Y | -22.1% | +221.3% | -243.4% | -35.7% |
| 3Y | +19.2% | +438.6% | -419.3% | -12.1% |
| 5Y | +59.4% | +287.9% | -228.5% | +21.7% |
| All | +59.4% | +287.2% | -227.8% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling