+1,113.3%
DIS vs DHI
+12,556.3%
-11,443.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.7% | +0.3% |
| 7D | -1.1% | -2.0% | +0.9% | -0.7% |
| 30D | +0.1% | -8.3% | +8.5% | +1.8% |
| 3M | +7.1% | -3.7% | +10.8% | +7.6% |
| 6M | +4.3% | -5.4% | +9.6% | +5.0% |
| YTD | -6.9% | -3.0% | -4.0% | -6.9% |
| 1Y | -10.3% | -23.8% | +13.5% | -6.2% |
| 3Y | +32.8% | +21.8% | +11.0% | +24.1% |
| 5Y | -41.5% | +59.6% | -101.1% | -48.8% |
| 10Y | +21.2% | +391.2% | -370.0% | -16.9% |
| All | +1,113.3% | +12,556.3% | -11,443.0% | +397.5% |
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