+20.7%
DHI vs XME
+122.1%
-101.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -3.4% | -4.2% | +0.8% | -2.2% |
| 30D | -5.4% | -2.7% | -2.7% | -4.8% |
| 3M | -10.4% | -3.9% | -6.5% | -9.7% |
| 6M | -2.8% | -1.0% | -1.8% | -3.4% |
| YTD | -3.4% | +9.8% | -13.2% | -8.1% |
| 1Y | -22.9% | +32.5% | -55.5% | -32.6% |
| 3Y | +20.7% | +124.3% | -103.7% | -20.5% |
| All | +20.7% | +122.1% | -101.4% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling