+653.3%
DHI vs XME
+231.2%
+422.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -0.6% |
| 7D | -6.1% | -3.0% | -3.1% | -4.7% |
| 30D | -10.1% | -2.6% | -7.5% | -9.1% |
| 3M | -7.3% | +2.2% | -9.5% | -9.1% |
| 6M | -6.1% | +0.7% | -6.8% | -8.0% |
| YTD | -5.0% | +10.9% | -16.0% | -12.5% |
| 1Y | -22.1% | +35.7% | -57.8% | -36.3% |
| 3Y | +19.2% | +127.1% | -107.9% | -27.6% |
| 5Y | +59.4% | +168.5% | -109.1% | -15.5% |
| 10Y | +401.8% | +416.9% | -15.1% | +67.0% |
| All | +653.3% | +231.2% | +422.0% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling