+18.7%
DHI vs SN
+349.8%
-331.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -1.4% |
| 7D | -6.1% | -7.2% | +1.1% | -4.3% |
| 30D | -10.1% | -13.4% | +3.3% | -6.8% |
| 3M | -7.3% | +26.8% | -34.1% | -13.0% |
| 6M | -6.1% | +44.6% | -50.7% | -15.1% |
| YTD | -5.0% | +45.3% | -50.3% | -14.5% |
| 1Y | -22.1% | +40.1% | -62.2% | -29.7% |
| All | +18.7% | +349.8% | -331.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling