+404.6%
DHI vs TEVA
-22.9%
+427.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | -3.4% | +2.0% | -5.4% | -3.7% |
| 30D | -5.4% | +1.0% | -6.4% | -5.6% |
| 3M | -10.4% | +7.3% | -17.8% | -11.7% |
| 6M | -2.8% | +21.7% | -24.5% | -6.2% |
| YTD | -3.4% | +18.8% | -22.3% | -6.6% |
| 1Y | -22.9% | +86.5% | -109.4% | -31.0% |
| 3Y | +20.7% | +269.4% | -248.7% | -6.6% |
| 5Y | +62.1% | +303.6% | -241.5% | +20.4% |
| All | +404.6% | -22.9% | +427.5% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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