+1,453.4%
DHI vs VRSK
+586.4%
+867.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -3.4% | -5.2% | +1.8% | -0.7% |
| 30D | -5.4% | -2.3% | -3.1% | -4.5% |
| 3M | -10.4% | -2.9% | -7.5% | -9.8% |
| 6M | -2.8% | -12.8% | +10.0% | +2.5% |
| YTD | -3.4% | -20.8% | +17.4% | +6.1% |
| 1Y | -22.9% | -33.2% | +10.3% | -7.0% |
| 3Y | +20.7% | -26.6% | +47.3% | +33.5% |
| 5Y | +62.1% | -11.3% | +73.5% | +57.9% |
| 10Y | +410.4% | +126.1% | +284.3% | +186.5% |
| All | +1,453.4% | +586.4% | +867.0% | +364.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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