-5.7%
DT vs DHI
+9.6%
-15.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.1% | -8.6% | -0.5% |
| 7D | -25.5% | +9.8% | -35.3% | -25.2% |
| 30D | -22.3% | +17.8% | -40.1% | -21.7% |
| 3M | +2.3% | +4.7% | -2.4% | +2.3% |
| 6M | +20.7% | +10.0% | +10.7% | +21.6% |
| YTD | +7.9% | +10.0% | -2.0% | +7.3% |
| 1Y | -5.7% | +9.1% | -14.9% | -7.5% |
| All | -5.7% | +9.6% | -15.4% | -7.5% |
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 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