+575.2%
DHI vs USFR
+27.6%
+547.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | -10.1% | +0.3% | -10.4% | -10.2% |
| 3M | -7.3% | +1.0% | -8.3% | -7.7% |
| 6M | -6.1% | +1.9% | -8.0% | -7.0% |
| YTD | -5.0% | +2.7% | -7.7% | -6.2% |
| 1Y | -22.1% | +4.0% | -26.1% | -23.6% |
| 3Y | +19.2% | +14.1% | +5.2% | +11.6% |
| 5Y | +59.4% | +20.5% | +38.9% | +45.1% |
| 10Y | +401.8% | +28.0% | +373.8% | +350.3% |
| All | +575.2% | +27.6% | +547.6% | +509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling