+114.1%
DT vs DHI
+222.3%
-108.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.3% |
| 7D | -1.6% | -3.4% | +1.8% | -0.4% |
| 30D | +3.0% | -5.4% | +8.5% | +5.0% |
| 3M | +26.5% | -10.4% | +36.9% | +30.8% |
| 6M | +35.9% | -2.8% | +38.7% | +34.8% |
| YTD | +17.8% | -3.4% | +21.2% | +15.9% |
| 1Y | +4.1% | -22.9% | +27.0% | +11.4% |
| 3Y | +5.3% | +20.7% | -15.4% | -14.5% |
| 5Y | -27.2% | +62.1% | -89.3% | -51.1% |
| All | +114.1% | +222.3% | -108.1% | -25.7% |
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 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