+63.2%
DHI vs THC
+258.1%
-194.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -5.4% | -1.2% | -4.3% | -5.3% |
| 3M | -10.4% | +52.3% | -62.7% | -19.1% |
| 6M | -2.8% | +12.4% | -15.2% | -6.1% |
| YTD | -3.4% | +32.7% | -36.1% | -10.6% |
| 1Y | -22.9% | +36.4% | -59.3% | -29.4% |
| 3Y | +20.7% | +259.3% | -238.6% | -21.0% |
| All | +63.2% | +258.1% | -194.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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