-23.4%
DHT vs SPY
+815.9%
-839.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.4% | -2.7% | -2.8% |
| 7D | -18.3% | -4.7% | -13.6% | -14.4% |
| 30D | -12.9% | -5.9% | -7.0% | -7.6% |
| 3M | +22.2% | -4.5% | +26.8% | +27.6% |
| 6M | +18.5% | +1.8% | +16.7% | +15.5% |
| YTD | +90.1% | +8.3% | +81.7% | +73.9% |
| 1Y | +75.4% | +9.3% | +66.1% | +58.5% |
| 3Y | +135.8% | +74.9% | +60.9% | +27.8% |
| 5Y | +376.8% | +67.3% | +309.5% | +163.0% |
| 10Y | +1,060.9% | +311.6% | +749.3% | +103.0% |
| All | -23.4% | +815.9% | -839.3% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling