+63.2%
DHI vs SM
+108.4%
-45.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -3.4% | +4.6% | -8.0% | -3.8% |
| 30D | -5.4% | +18.2% | -23.6% | -6.9% |
| 3M | -10.4% | +22.5% | -33.0% | -12.4% |
| 6M | -2.8% | +50.6% | -53.3% | -8.2% |
| YTD | -3.4% | +108.1% | -111.5% | -13.1% |
| 1Y | -22.9% | +46.0% | -68.9% | -27.4% |
| 3Y | +20.7% | +2.9% | +17.8% | +15.8% |
| All | +63.2% | +108.4% | -45.2% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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