+1,278.6%
DHI vs URA
-29.9%
+1,308.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.7% |
| 7D | -2.3% | +5.7% | -8.1% | -3.9% |
| 30D | -5.3% | +5.6% | -10.9% | -6.9% |
| 3M | -7.8% | +6.2% | -14.0% | -9.8% |
| 6M | -5.4% | -8.2% | +2.9% | -4.4% |
| YTD | -2.7% | +9.7% | -12.3% | -8.0% |
| 1Y | -21.0% | +17.0% | -37.9% | -28.2% |
| 3Y | +22.2% | +118.5% | -96.3% | -14.2% |
| 5Y | +62.2% | +134.3% | -72.2% | +4.3% |
| 10Y | +414.3% | +377.5% | +36.8% | +128.7% |
| All | +1,278.6% | -29.9% | +1,308.5% | +981.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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