-22.5%
DIS vs DHI
+57.0%
-79.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.4% |
| 7D | +1.9% | -4.1% | +6.0% | +3.0% |
| 30D | +9.2% | +9.3% | -0.1% | +6.4% |
| 3M | +13.5% | -2.6% | +16.1% | +13.9% |
| 6M | +14.3% | +4.1% | +10.2% | +12.3% |
| YTD | +5.4% | +2.3% | +3.1% | +3.5% |
| 1Y | +12.2% | +2.7% | +9.4% | +9.8% |
| 3Y | +37.2% | +23.2% | +14.0% | +20.5% |
| All | -22.5% | +57.0% | -79.5% | -43.7% |
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