+1,328.1%
DHI vs SNY
+241.9%
+1,086.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.4% | -3.3% | -0.1% | -1.7% |
| 30D | -5.4% | -2.2% | -3.3% | -4.3% |
| 3M | -10.4% | -3.0% | -7.4% | -9.2% |
| 6M | -2.8% | +2.7% | -5.5% | -4.3% |
| YTD | -3.4% | -6.8% | +3.4% | -0.4% |
| 1Y | -22.9% | -5.3% | -17.6% | -21.3% |
| 3Y | +20.7% | -9.8% | +30.5% | +20.8% |
| 5Y | +62.1% | +9.7% | +52.5% | +41.7% |
| 10Y | +410.4% | +64.5% | +345.9% | +242.6% |
| All | +1,328.1% | +241.9% | +1,086.2% | +445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling