+404.6%
DHI vs SPYG
+424.6%
-20.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.0% |
| 7D | -3.4% | -0.9% | -2.5% | -2.7% |
| 30D | -5.4% | -1.5% | -3.9% | -4.3% |
| 3M | -10.4% | +3.7% | -14.2% | -13.4% |
| 6M | -2.8% | +16.4% | -19.2% | -14.6% |
| YTD | -3.4% | +13.3% | -16.7% | -13.7% |
| 1Y | -22.9% | +17.9% | -40.8% | -33.8% |
| 3Y | +20.7% | +98.3% | -77.7% | -38.1% |
| 5Y | +62.1% | +86.4% | -24.3% | -11.8% |
| All | +404.6% | +424.6% | -20.0% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling