+21.8%
DOW vs DHI
-21.2%
+42.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.1% |
| 7D | -1.4% | -3.4% | +2.0% | -1.2% |
| 30D | -3.9% | -5.4% | +1.5% | -3.8% |
| 3M | -12.7% | -10.4% | -2.2% | -12.2% |
| 6M | -13.7% | -2.8% | -10.9% | -15.3% |
| YTD | +28.4% | -3.4% | +31.8% | +25.8% |
| 1Y | +21.8% | -22.9% | +44.7% | +35.6% |
| All | +21.8% | -21.2% | +42.9% | +35.6% |
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