+408.7%
DHI vs XLRE
+109.5%
+299.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.9% |
| 7D | -3.4% | -1.2% | -2.2% | -2.4% |
| 30D | -5.4% | -2.4% | -3.0% | -3.2% |
| 3M | -10.4% | -2.5% | -8.0% | -8.3% |
| 6M | -2.8% | +4.0% | -6.7% | -6.1% |
| YTD | -3.4% | +9.3% | -12.7% | -10.9% |
| 1Y | -22.9% | +5.6% | -28.5% | -26.5% |
| 3Y | +20.7% | +31.3% | -10.6% | -5.4% |
| 5Y | +62.1% | +9.5% | +52.6% | +49.7% |
| 10Y | +410.4% | +89.0% | +321.4% | +203.0% |
| All | +408.7% | +109.5% | +299.1% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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