+20.7%
DHI vs SPG
+106.8%
-86.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.4% | -1.2% | -2.3% | -2.8% |
| 30D | -5.4% | -6.1% | +0.7% | -1.8% |
| 3M | -10.4% | -3.6% | -6.8% | -8.3% |
| 6M | -2.8% | +10.4% | -13.2% | -7.8% |
| YTD | -3.4% | +14.4% | -17.8% | -10.5% |
| 1Y | -22.9% | +16.5% | -39.4% | -29.3% |
| 3Y | +20.7% | +106.8% | -86.1% | -28.5% |
| All | +20.7% | +106.8% | -86.1% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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