-2.8%
DHI vs TW
-18.7%
+15.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.5% |
| 7D | -3.4% | -4.5% | +1.1% | -4.2% |
| 30D | -5.4% | -2.3% | -3.2% | -5.7% |
| 3M | -10.4% | +2.6% | -13.0% | -9.4% |
| 6M | -2.8% | -17.5% | +14.8% | -4.3% |
| All | -2.8% | -18.7% | +15.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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