-22.9%
DHI vs URI
+5.3%
-28.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.4% | -2.1% | -1.4% | -2.8% |
| 30D | -5.4% | -12.4% | +7.0% | -2.0% |
| 3M | -10.4% | -7.3% | -3.2% | -8.8% |
| 6M | -2.8% | +27.2% | -30.0% | -10.5% |
| YTD | -3.4% | +23.0% | -26.4% | -11.1% |
| 1Y | -22.9% | +3.9% | -26.8% | -28.8% |
| All | -22.9% | +5.3% | -28.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling