-62.7%
DHX vs SPY
+627.2%
-689.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +11.6% | +0.1% | +11.5% | +11.4% |
| 30D | +8.1% | +0.1% | +8.1% | +7.9% |
| 3M | +23.2% | +2.0% | +21.2% | +20.3% |
| 6M | +84.5% | +13.0% | +71.5% | +62.0% |
| YTD | +191.6% | +13.5% | +178.1% | +155.1% |
| 1Y | +50.2% | +20.0% | +30.2% | +23.4% |
| 3Y | +17.4% | +77.2% | -59.8% | -36.5% |
| 5Y | +6.4% | +81.9% | -75.5% | -44.3% |
| 10Y | -43.5% | +314.1% | -357.6% | -88.5% |
| All | -62.7% | +627.2% | -689.9% | -96.0% |
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