-18.2%
DHI vs TECK
+108.8%
-127.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.2% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -5.5% | +4.6% | -10.1% | -6.2% |
| 3M | -2.2% | +2.8% | -5.1% | -3.0% |
| 6M | -6.0% | +24.9% | -30.9% | -10.4% |
| YTD | 0.0% | +44.7% | -44.8% | -5.9% |
| 1Y | -18.2% | +112.0% | -130.2% | -25.4% |
| All | -18.2% | +108.8% | -127.0% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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