-64.1%
DHX vs SPY
+596.0%
-660.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.8% |
| 7D | -3.8% | -2.7% | -1.1% | -0.9% |
| 30D | -10.5% | -5.4% | -5.1% | -4.9% |
| 3M | +5.3% | -4.1% | +9.4% | +9.9% |
| 6M | +55.4% | +0.7% | +54.7% | +54.1% |
| YTD | +180.6% | +8.7% | +172.0% | +157.2% |
| 1Y | +141.7% | +10.9% | +130.8% | +115.9% |
| 3Y | +87.5% | +75.0% | +12.5% | +2.5% |
| 5Y | -15.0% | +67.8% | -82.8% | -51.5% |
| 10Y | -15.5% | +312.9% | -328.4% | -82.9% |
| All | -64.1% | +596.0% | -660.1% | -95.9% |
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