+12,501.5%
DHI vs TRMB
+3,744.0%
+8,757.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | -3.4% | -3.0% | -0.4% | -2.7% |
| 30D | -5.4% | +2.3% | -7.8% | -6.0% |
| 3M | -10.4% | +15.3% | -25.8% | -13.4% |
| 6M | -2.8% | -14.7% | +11.9% | +0.6% |
| YTD | -3.4% | -26.4% | +23.0% | +3.1% |
| 1Y | -22.9% | -30.4% | +7.5% | -16.8% |
| 3Y | +20.7% | +13.5% | +7.2% | +14.8% |
| 5Y | +62.1% | -38.6% | +100.7% | +76.3% |
| 10Y | +410.4% | +121.8% | +288.7% | +318.3% |
| All | +12,501.5% | +3,744.0% | +8,757.5% | +6,700.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 all: compounded portfolio wealth divided by compounded TRMB 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…
all analysis · Full analysis span regression · 6 months rolling