+59.1%
DHI vs VSXY
+37.5%
+21.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.3% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -5.4% | -18.7% | +13.2% | -2.8% |
| 3M | -10.4% | -4.0% | -6.5% | -10.4% |
| 6M | -2.8% | +67.5% | -70.2% | -12.2% |
| YTD | -3.4% | +39.7% | -43.1% | -10.8% |
| 1Y | -22.9% | +180.0% | -202.9% | -37.0% |
| 3Y | +20.7% | +337.3% | -316.6% | -16.1% |
| 5Y | +62.1% | +22.7% | +39.5% | +37.9% |
| All | +59.1% | +37.5% | +21.6% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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