+12,289.5%
DHI vs UL
+1,633.6%
+10,655.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.8% |
| 7D | -6.1% | -4.1% | -2.1% | -4.2% |
| 30D | -10.1% | -1.2% | -8.9% | -9.5% |
| 3M | -7.3% | +6.0% | -13.3% | -10.0% |
| 6M | -6.1% | -5.5% | -0.6% | -4.0% |
| YTD | -5.0% | -3.3% | -1.7% | -4.0% |
| 1Y | -22.1% | -9.8% | -12.3% | -18.7% |
| 3Y | +19.2% | +20.1% | -0.9% | +7.3% |
| 5Y | +59.4% | +19.2% | +40.2% | +42.1% |
| 10Y | +401.8% | +65.4% | +336.4% | +274.1% |
| All | +12,289.5% | +1,633.6% | +10,655.8% | +4,120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling