+460.8%
DHI vs TRU
+228.8%
+232.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | -3.4% | -2.7% | -0.7% | -2.2% |
| 30D | -5.4% | -2.0% | -3.4% | -4.7% |
| 3M | -10.4% | +18.4% | -28.9% | -17.4% |
| 6M | -2.8% | +8.9% | -11.6% | -7.4% |
| YTD | -3.4% | -8.9% | +5.5% | -1.8% |
| 1Y | -22.9% | -15.9% | -7.0% | -19.2% |
| 3Y | +20.7% | -1.1% | +21.8% | +9.8% |
| 5Y | +62.1% | -35.2% | +97.3% | +79.3% |
| 10Y | +410.4% | +145.3% | +265.1% | +228.3% |
| All | +460.8% | +228.8% | +232.1% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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