-64.8%
DHX vs SPY
+612.5%
-677.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -4.6% |
| 7D | -10.9% | +0.1% | -11.0% | -11.0% |
| 30D | -16.5% | -3.3% | -13.1% | -13.4% |
| 3M | +7.0% | -2.4% | +9.5% | +9.6% |
| 6M | +21.4% | +2.6% | +18.8% | +17.9% |
| YTD | +174.8% | +11.2% | +163.6% | +145.5% |
| 1Y | +143.4% | +13.4% | +130.0% | +112.1% |
| 3Y | +107.8% | +79.9% | +27.9% | +10.2% |
| 5Y | -16.3% | +72.2% | -88.5% | -53.6% |
| 10Y | -28.4% | +307.3% | -335.7% | -85.3% |
| All | -64.8% | +612.5% | -677.3% | -96.1% |
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