+136.8%
DHT vs SPY
+74.5%
+62.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.4% | -2.7% | -5.4% |
| 7D | -18.3% | -4.7% | -13.6% | -16.7% |
| 30D | -12.9% | -5.9% | -7.0% | -10.8% |
| 3M | +22.2% | -4.5% | +26.8% | +24.5% |
| 6M | +18.5% | +1.8% | +16.7% | +17.4% |
| YTD | +90.1% | +8.3% | +81.7% | +83.2% |
| 1Y | +75.4% | +9.3% | +66.1% | +68.3% |
| All | +136.8% | +74.5% | +62.3% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling