-24.9%
DHX vs SPY
+308.5%
-333.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +4.0% | +3.3% | +0.7% | +0.8% |
| 30D | -9.5% | -2.7% | -6.8% | -7.2% |
| 3M | +17.0% | -1.7% | +18.8% | +18.7% |
| 6M | +22.8% | +3.1% | +19.7% | +19.3% |
| YTD | +188.4% | +11.9% | +176.5% | +160.8% |
| 1Y | +155.4% | +12.0% | +143.4% | +130.2% |
| 3Y | +107.9% | +78.2% | +29.7% | +23.2% |
| 5Y | -21.3% | +73.2% | -94.5% | -52.3% |
| All | -24.9% | +308.5% | -333.4% | -81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling