+63.2%
DHI vs XME
+162.6%
-99.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -3.4% | -4.2% | +0.8% | -2.0% |
| 30D | -5.4% | -2.7% | -2.7% | -4.7% |
| 3M | -10.4% | -3.9% | -6.5% | -9.6% |
| 6M | -2.8% | -1.0% | -1.8% | -3.4% |
| YTD | -3.4% | +9.8% | -13.2% | -8.4% |
| 1Y | -22.9% | +32.5% | -55.5% | -32.8% |
| 3Y | +20.7% | +124.3% | -103.7% | -16.2% |
| All | +63.2% | +162.6% | -99.4% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling