-46.7%
DHX vs SPY
+311.3%
-358.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.4% |
| 7D | -3.8% | +0.5% | -4.4% | -4.3% |
| 30D | +8.0% | -0.9% | +9.0% | +8.9% |
| 3M | +22.9% | +3.9% | +19.0% | +18.3% |
| 6M | +60.4% | +14.5% | +45.9% | +41.9% |
| YTD | +177.4% | +12.9% | +164.5% | +148.6% |
| 1Y | +44.3% | +19.4% | +24.9% | +22.5% |
| 3Y | +37.4% | +78.5% | -41.1% | -19.3% |
| 5Y | +0.7% | +81.8% | -81.0% | -41.9% |
| 10Y | -46.7% | +311.5% | -358.2% | -88.5% |
| All | -46.7% | +311.3% | -358.0% | -88.5% |
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