+63.2%
DHI vs TROW
-39.3%
+102.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | -3.4% | -3.2% | -0.2% | -1.7% |
| 30D | -5.4% | -4.6% | -0.8% | -2.9% |
| 3M | -10.4% | -0.7% | -9.8% | -10.4% |
| 6M | -2.8% | +22.2% | -25.0% | -13.3% |
| YTD | -3.4% | +6.6% | -10.0% | -7.8% |
| 1Y | -22.9% | +5.8% | -28.7% | -26.3% |
| 3Y | +20.7% | +11.6% | +9.1% | +9.8% |
| All | +63.2% | -39.3% | +102.5% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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