-5.4%
DHI vs THC
+14.5%
-19.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.3% |
| 7D | -2.3% | +4.1% | -6.4% | -3.0% |
| 30D | -5.3% | +3.5% | -8.8% | -5.9% |
| 3M | -7.8% | +61.7% | -69.5% | -15.1% |
| 6M | -5.4% | +11.8% | -17.2% | -0.5% |
| All | -5.4% | +14.5% | -19.9% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling