+1,098.4%
DIA vs DHI
+3,404.0%
-2,305.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | -3.0% | -6.1% | +3.1% | -1.7% |
| 30D | -3.0% | -10.1% | +7.1% | -0.9% |
| 3M | +4.5% | -7.3% | +11.8% | +5.9% |
| 6M | +9.8% | -6.1% | +15.9% | +10.7% |
| YTD | +9.3% | -5.0% | +14.3% | +9.6% |
| 1Y | +16.0% | -22.1% | +38.1% | +20.8% |
| 3Y | +57.7% | +19.2% | +38.5% | +46.7% |
| 5Y | +63.8% | +59.4% | +4.4% | +40.5% |
| 10Y | +248.8% | +401.8% | -153.0% | +127.5% |
| All | +1,098.4% | +3,404.0% | -2,305.5% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling