+12.2%
DHI vs SN
+447.8%
-435.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | -3.4% | -7.3% | +3.9% | -1.8% |
| 30D | -5.4% | -13.6% | +8.2% | -2.5% |
| 3M | -10.4% | +18.6% | -29.0% | -13.9% |
| 6M | -2.8% | +46.0% | -48.7% | -10.7% |
| YTD | -3.4% | +43.7% | -47.1% | -11.3% |
| 1Y | -22.9% | +39.2% | -62.1% | -29.2% |
| 3Y | +20.7% | +306.5% | -285.8% | -5.1% |
| All | +12.2% | +447.8% | -435.6% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling