+1,511.9%
DHI vs XYL
+454.2%
+1,057.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | -6.1% | -1.2% | -4.9% | -5.5% |
| 30D | -10.1% | -13.2% | +3.1% | -2.8% |
| 3M | -7.3% | -0.2% | -7.2% | -7.3% |
| 6M | -6.1% | -12.5% | +6.4% | +0.9% |
| YTD | -5.0% | -20.9% | +15.8% | +6.9% |
| 1Y | -22.1% | -21.6% | -0.6% | -11.9% |
| 3Y | +19.2% | +16.1% | +3.1% | +6.3% |
| 5Y | +59.4% | -15.6% | +75.0% | +66.1% |
| 10Y | +401.8% | +147.7% | +254.2% | +186.5% |
| All | +1,511.9% | +454.2% | +1,057.6% | +507.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling