+20.7%
DHI vs SPMO
+155.8%
-135.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | -5.4% | -1.9% | -3.5% | -4.9% |
| 3M | -10.4% | -1.4% | -9.1% | -10.5% |
| 6M | -2.8% | +25.5% | -28.3% | -11.2% |
| YTD | -3.4% | +24.8% | -28.3% | -11.8% |
| 1Y | -22.9% | +24.5% | -47.4% | -29.7% |
| 3Y | +20.7% | +157.1% | -136.5% | -40.3% |
| All | +20.7% | +155.8% | -135.1% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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