+404.6%
DHI vs SNY
+64.5%
+340.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.4% | -3.3% | -0.1% | -2.1% |
| 30D | -5.4% | -2.2% | -3.3% | -4.6% |
| 3M | -10.4% | -3.0% | -7.4% | -9.5% |
| 6M | -2.8% | +2.7% | -5.5% | -3.7% |
| YTD | -3.4% | -6.8% | +3.4% | -1.1% |
| 1Y | -22.9% | -5.3% | -17.6% | -21.6% |
| 3Y | +20.7% | -9.8% | +30.5% | +21.7% |
| 5Y | +62.1% | +9.7% | +52.5% | +45.7% |
| All | +404.6% | +64.5% | +340.1% | +302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling