+417.6%
DHI vs Z
+13.0%
+404.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.7% |
| 7D | -6.1% | -11.6% | +5.5% | -3.0% |
| 30D | -10.1% | -8.5% | -1.6% | -8.1% |
| 3M | -7.3% | -7.9% | +0.6% | -5.9% |
| 6M | -6.1% | -29.1% | +23.0% | +1.7% |
| YTD | -5.0% | -54.2% | +49.2% | +14.2% |
| 1Y | -22.1% | -63.5% | +41.4% | -0.7% |
| 3Y | +19.2% | -38.6% | +57.8% | +27.9% |
| 5Y | +59.4% | -66.0% | +125.4% | +83.8% |
| 10Y | +401.8% | -6.5% | +408.4% | +300.3% |
| All | +417.6% | +13.0% | +404.6% | +280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling