+12.7%
DHI vs SN
+496.6%
-483.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.2% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | -8.3% | -5.6% | -2.7% | -7.3% |
| 3M | -3.7% | +48.1% | -51.8% | -11.7% |
| 6M | -5.4% | +57.6% | -63.0% | -14.6% |
| YTD | -3.0% | +56.5% | -59.5% | -12.6% |
| 1Y | -23.8% | +52.6% | -76.4% | -31.4% |
| 3Y | +21.8% | +412.0% | -390.2% | -6.4% |
| All | +12.7% | +496.6% | -483.9% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling