+63.2%
DHI vs SIRI
-41.5%
+104.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | -5.4% | +2.5% | -7.9% | -5.8% |
| 3M | -10.4% | +6.6% | -17.1% | -11.4% |
| 6M | -2.8% | +32.9% | -35.6% | -7.0% |
| YTD | -3.4% | +50.5% | -53.9% | -9.3% |
| 1Y | -22.9% | +28.0% | -50.9% | -26.1% |
| 3Y | +20.7% | -22.4% | +43.1% | +20.3% |
| All | +63.2% | -41.5% | +104.7% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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