+63.2%
DHI vs Z
-64.7%
+127.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.6% |
| 7D | -3.4% | -6.0% | +2.6% | -1.7% |
| 30D | -5.4% | -2.3% | -3.2% | -5.0% |
| 3M | -10.4% | -0.6% | -9.8% | -10.8% |
| 6M | -2.8% | -27.6% | +24.8% | +5.2% |
| YTD | -3.4% | -52.4% | +48.9% | +16.2% |
| 1Y | -22.9% | -63.6% | +40.7% | 0.0% |
| 3Y | +20.7% | -36.4% | +57.1% | +28.7% |
| All | +63.2% | -64.7% | +127.9% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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