+432.5%
DHT vs SPY
+72.1%
+360.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +7.6% | +2.6% | +5.0% | +6.2% |
| 30D | -10.8% | -2.0% | -8.8% | -9.9% |
| 3M | +23.6% | -2.8% | +26.4% | +25.3% |
| 6M | +38.1% | +2.1% | +35.9% | +36.2% |
| YTD | +106.5% | +11.5% | +95.0% | +94.3% |
| 1Y | +85.5% | +13.5% | +72.1% | +72.8% |
| 3Y | +181.6% | +77.7% | +103.9% | +100.5% |
| All | +432.5% | +72.1% | +360.4% | +291.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling