+404.6%
DHI vs XYL
+150.5%
+254.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -3.4% | +1.2% | -4.6% | -4.1% |
| 30D | -5.4% | -11.9% | +6.5% | +1.6% |
| 3M | -10.4% | -1.5% | -8.9% | -9.7% |
| 6M | -2.8% | -11.9% | +9.1% | +4.2% |
| YTD | -3.4% | -20.6% | +17.2% | +8.8% |
| 1Y | -22.9% | -23.5% | +0.6% | -11.3% |
| 3Y | +20.7% | +14.9% | +5.8% | +7.5% |
| 5Y | +62.1% | -15.3% | +77.4% | +67.5% |
| All | +404.6% | +150.5% | +254.1% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling