+16,330.8%
DHI vs SM
+1,680.5%
+14,650.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -5.3% | +20.3% | -25.6% | -8.0% |
| 3M | -7.8% | +22.9% | -30.7% | -11.5% |
| 6M | -5.4% | +47.8% | -53.2% | -12.7% |
| YTD | -2.7% | +107.5% | -110.1% | -15.2% |
| 1Y | -21.0% | +51.7% | -72.7% | -28.0% |
| 3Y | +22.2% | -0.9% | +23.0% | +15.5% |
| 5Y | +62.2% | +112.2% | -50.1% | +29.3% |
| 10Y | +414.3% | +20.3% | +394.0% | +208.7% |
| All | +16,330.8% | +1,680.5% | +14,650.3% | +3,854.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling