-40.7%
DIS vs DHI
+56.7%
-97.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.2% |
| 7D | -1.3% | -6.1% | +4.9% | +0.4% |
| 30D | +2.2% | -10.1% | +12.3% | +5.0% |
| 3M | +8.1% | -7.3% | +15.5% | +9.9% |
| 6M | +5.2% | -6.1% | +11.4% | +6.3% |
| YTD | -6.3% | -5.0% | -1.2% | -5.8% |
| 1Y | -7.3% | -22.1% | +14.8% | -2.3% |
| 3Y | +33.8% | +19.2% | +14.6% | +18.4% |
| 5Y | -40.7% | +59.4% | -100.1% | -55.8% |
| All | -40.7% | +56.7% | -97.4% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling