+414.6%
DHT vs SPY
+82.0%
+332.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +35.5% |
| 6M | +23.9% | +13.0% | +10.9% | +16.0% |
| YTD | +93.7% | +13.5% | +80.1% | +80.8% |
| 1Y | +92.7% | +20.0% | +72.8% | +74.4% |
| 3Y | +195.9% | +77.2% | +118.7% | +111.8% |
| All | +414.6% | +82.0% | +332.5% | +262.8% |
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