+404.1%
DHI vs SPMO
+566.1%
-162.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | -3.4% | -0.9% | -2.5% | -2.7% |
| 30D | -5.4% | -1.9% | -3.5% | -4.3% |
| 3M | -10.4% | -1.4% | -9.1% | -11.0% |
| 6M | -2.8% | +25.5% | -28.3% | -20.0% |
| YTD | -3.4% | +24.8% | -28.3% | -20.5% |
| 1Y | -22.9% | +24.5% | -47.4% | -36.8% |
| 3Y | +20.7% | +157.1% | -136.5% | -49.0% |
| 5Y | +62.1% | +149.5% | -87.4% | -29.5% |
| 10Y | +410.4% | +518.1% | -107.6% | +26.3% |
| All | +404.1% | +566.1% | -162.0% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling