+7,313.4%
DHI vs SPG
+5,187.5%
+2,126.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +1.7% |
| 7D | -2.3% | -1.7% | -0.7% | -1.5% |
| 30D | -5.3% | -6.3% | +1.0% | -1.9% |
| 3M | -7.8% | -2.4% | -5.3% | -6.4% |
| 6M | -5.4% | +9.6% | -15.0% | -10.0% |
| YTD | -2.7% | +14.2% | -16.9% | -9.7% |
| 1Y | -21.0% | +19.3% | -40.3% | -28.4% |
| 3Y | +22.2% | +106.7% | -84.5% | -19.4% |
| 5Y | +62.2% | +104.2% | -42.0% | +6.3% |
| 10Y | +414.3% | +63.7% | +350.6% | +207.2% |
| All | +7,313.4% | +5,187.5% | +2,126.0% | +650.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling