+9.8%
DHI vs TDY
+16.1%
-6.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +2.4% |
| 7D | +7.6% | -12.7% | +20.2% | +12.2% |
| 30D | +15.3% | -4.9% | +20.2% | +16.0% |
| 3M | +4.4% | -13.5% | +17.8% | +9.2% |
| 6M | +8.3% | -6.4% | +14.6% | +8.8% |
| YTD | +10.4% | +15.9% | -5.4% | -1.5% |
| 1Y | +9.8% | +15.4% | -5.6% | -1.6% |
| All | +9.8% | +16.1% | -6.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling