+0.7%
DHX vs SPY
+81.8%
-81.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.3% |
| 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% | +18.1% |
| 6M | +60.4% | +14.5% | +45.9% | +41.3% |
| YTD | +177.4% | +12.9% | +164.5% | +147.7% |
| 1Y | +44.3% | +19.4% | +24.9% | +21.8% |
| 3Y | +37.4% | +78.5% | -41.1% | -21.5% |
| 5Y | +0.7% | +81.8% | -81.0% | -45.2% |
| All | +0.7% | +81.8% | -81.1% | -45.2% |
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