+20.7%
DHI vs USFR
+14.1%
+6.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.2% |
| 30D | -5.4% | +0.4% | -5.8% | -4.8% |
| 3M | -10.4% | +1.0% | -11.5% | -8.7% |
| 6M | -2.8% | +2.0% | -4.8% | +0.2% |
| YTD | -3.4% | +2.8% | -6.2% | +0.3% |
| 1Y | -22.9% | +4.1% | -27.0% | -19.9% |
| 3Y | +20.7% | +14.1% | +6.5% | +24.2% |
| All | +20.7% | +14.1% | +6.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling