+139.1%
DHT vs SPY
+75.1%
+64.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -17.3% | -2.7% | -14.6% | -16.4% |
| 30D | -12.8% | -5.4% | -7.4% | -10.8% |
| 3M | +20.2% | -4.1% | +24.3% | +22.2% |
| 6M | +20.7% | +0.7% | +20.0% | +20.1% |
| YTD | +91.9% | +8.7% | +83.2% | +84.8% |
| 1Y | +77.1% | +10.9% | +66.2% | +69.0% |
| 3Y | +139.1% | +75.0% | +64.2% | +84.0% |
| All | +139.1% | +75.1% | +64.1% | +84.0% |
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