+172.0%
DHI vs SITM
+4,789.7%
-4,617.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +0.9% |
| 7D | -3.4% | +3.9% | -7.3% | -4.0% |
| 30D | -5.4% | -6.6% | +1.2% | -4.8% |
| 3M | -10.4% | -11.9% | +1.4% | -10.5% |
| 6M | -2.8% | +81.1% | -83.9% | -15.0% |
| YTD | -3.4% | +80.0% | -83.4% | -16.4% |
| 1Y | -22.9% | +145.8% | -168.7% | -37.6% |
| 3Y | +20.7% | +475.9% | -455.2% | -24.3% |
| 5Y | +62.1% | +189.2% | -127.1% | +3.7% |
| All | +172.0% | +4,789.7% | -4,617.7% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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