+63.2%
DHI vs XHB
+33.0%
+30.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | 0.0% |
| 7D | -3.4% | -4.6% | +1.2% | +1.7% |
| 30D | -5.4% | -9.1% | +3.7% | +5.0% |
| 3M | -10.4% | -8.6% | -1.9% | -1.1% |
| 6M | -2.8% | -4.0% | +1.3% | +1.6% |
| YTD | -3.4% | -3.9% | +0.5% | +1.0% |
| 1Y | -22.9% | -16.5% | -6.4% | -5.9% |
| 3Y | +20.7% | +22.6% | -1.9% | -2.0% |
| All | +63.2% | +33.0% | +30.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling