+63.2%
DHI vs TECK
+180.1%
-116.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -3.4% | -3.8% | +0.4% | -2.8% |
| 30D | -5.4% | +0.7% | -6.2% | -5.6% |
| 3M | -10.4% | +4.6% | -15.1% | -11.4% |
| 6M | -2.8% | +25.1% | -27.9% | -6.8% |
| YTD | -3.4% | +39.2% | -42.6% | -9.3% |
| 1Y | -22.9% | +60.3% | -83.2% | -29.4% |
| 3Y | +20.7% | +62.9% | -42.2% | +7.8% |
| All | +63.2% | +180.1% | -116.9% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling