+15.6%
DIA vs DHI
-21.2%
+36.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | -1.6% | -3.4% | +1.9% | -1.0% |
| 30D | -2.0% | -5.4% | +3.4% | -1.1% |
| 3M | +3.6% | -10.4% | +14.1% | +5.4% |
| 6M | +11.5% | -2.8% | +14.3% | +11.3% |
| YTD | +10.4% | -3.4% | +13.8% | +9.8% |
| 1Y | +15.6% | -22.9% | +38.5% | +16.8% |
| All | +15.6% | -21.2% | +36.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling