+388.2%
DHI vs SIMO
+3,544.2%
-3,156.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.2% | -4.2% |
| 7D | -2.0% | +14.6% | -16.6% | -4.7% |
| 30D | -8.3% | +6.2% | -14.5% | -10.1% |
| 3M | -3.7% | +3.6% | -7.3% | -7.1% |
| 6M | -5.4% | +130.8% | -136.2% | -25.0% |
| YTD | -3.0% | +195.8% | -198.8% | -28.1% |
| 1Y | -23.8% | +225.0% | -248.9% | -45.1% |
| 3Y | +21.8% | +452.3% | -430.5% | -23.9% |
| 5Y | +59.6% | +303.6% | -244.0% | +2.5% |
| 10Y | +391.2% | +528.8% | -137.6% | +168.0% |
| All | +388.2% | +3,544.2% | -3,156.0% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling