+63.2%
DHI vs TXT
+14.1%
+49.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.5% |
| 7D | -3.4% | +2.5% | -5.9% | -4.6% |
| 30D | -5.4% | -8.9% | +3.4% | -0.8% |
| 3M | -10.4% | -13.6% | +3.1% | -3.8% |
| 6M | -2.8% | -13.1% | +10.3% | +4.1% |
| YTD | -3.4% | -7.0% | +3.6% | -0.7% |
| 1Y | -22.9% | -1.4% | -21.5% | -23.4% |
| 3Y | +20.7% | +7.0% | +13.7% | +12.2% |
| All | +63.2% | +14.1% | +49.1% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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