+404.6%
DHI vs UL
+66.7%
+337.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -3.4% | -3.4% | 0.0% | -1.8% |
| 30D | -5.4% | +0.5% | -5.9% | -5.6% |
| 3M | -10.4% | +7.2% | -17.7% | -13.5% |
| 6M | -2.8% | -3.1% | +0.3% | -1.7% |
| YTD | -3.4% | -2.7% | -0.7% | -2.6% |
| 1Y | -22.9% | -10.2% | -12.7% | -19.3% |
| 3Y | +20.7% | +20.3% | +0.4% | +8.5% |
| 5Y | +62.1% | +19.9% | +42.2% | +43.5% |
| All | +404.6% | +66.7% | +337.9% | +337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling