+933.7%
DHT vs SPY
+313.4%
+620.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.6% |
| 7D | +6.2% | +0.1% | +6.0% | +6.1% |
| 30D | +24.6% | +0.1% | +24.5% | +24.5% |
| 3M | +37.1% | +2.0% | +35.1% | +35.3% |
| 6M | +23.9% | +13.0% | +10.9% | +15.0% |
| YTD | +93.7% | +13.5% | +80.1% | +79.2% |
| 1Y | +92.7% | +20.0% | +72.8% | +72.2% |
| 3Y | +195.9% | +77.2% | +118.7% | +105.1% |
| 5Y | +422.5% | +81.9% | +340.6% | +252.9% |
| All | +933.7% | +313.4% | +620.2% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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