+117.6%
DT vs PHM
+324.9%
-207.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -3.3% | -3.2% | -0.1% | -2.2% |
| 30D | +2.0% | -6.4% | +8.5% | +4.4% |
| 3M | +20.0% | +5.5% | +14.5% | +16.8% |
| 6M | +39.3% | -5.4% | +44.7% | +40.1% |
| YTD | +19.8% | +6.6% | +13.2% | +13.7% |
| 1Y | +4.3% | -8.8% | +13.1% | +5.0% |
| 3Y | +7.7% | +54.1% | -46.4% | -18.8% |
| 5Y | -26.8% | +144.5% | -171.3% | -57.2% |
| All | +117.6% | +324.9% | -207.3% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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