+3,300.3%
DHI vs SRE
+1,512.0%
+1,788.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -3.4% | -0.8% | -2.6% | -3.0% |
| 30D | -5.4% | -3.0% | -2.4% | -4.3% |
| 3M | -10.4% | -8.3% | -2.1% | -6.8% |
| 6M | -2.8% | -8.9% | +6.1% | +1.3% |
| YTD | -3.4% | -4.3% | +0.9% | -2.1% |
| 1Y | -22.9% | +2.7% | -25.6% | -24.8% |
| 3Y | +20.7% | +28.7% | -8.0% | +0.1% |
| 5Y | +62.1% | +47.1% | +15.0% | +22.9% |
| 10Y | +410.4% | +121.7% | +288.7% | +199.9% |
| All | +3,300.3% | +1,512.0% | +1,788.3% | +701.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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