+203.8%
DHR vs DHI
+414.5%
-210.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -3.6% | -3.4% | -0.2% | -2.7% |
| 30D | -2.7% | -5.4% | +2.7% | -1.3% |
| 3M | +10.9% | -10.4% | +21.4% | +14.1% |
| 6M | +3.0% | -2.8% | +5.8% | +3.3% |
| YTD | -12.2% | -3.4% | -8.8% | -12.1% |
| 1Y | +3.3% | -22.9% | +26.2% | +9.8% |
| 3Y | -8.2% | +20.7% | -28.9% | -15.8% |
| 5Y | -29.9% | +62.1% | -92.0% | -42.2% |
| All | +203.8% | +414.5% | -210.7% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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