+1,779.1%
EXC vs DHI
+12,596.5%
-10,817.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.3% | -2.3% | +2.7% | +0.6% |
| 30D | -0.9% | -5.3% | +4.4% | -0.3% |
| 3M | -2.7% | -7.8% | +5.1% | -1.9% |
| 6M | -9.4% | -5.4% | -4.0% | -9.1% |
| YTD | +3.0% | -2.7% | +5.7% | +2.8% |
| 1Y | +5.1% | -21.0% | +26.1% | +7.4% |
| 3Y | +20.6% | +22.2% | -1.6% | +15.2% |
| 5Y | +45.7% | +62.2% | -16.5% | +32.7% |
| 10Y | +160.8% | +414.3% | -253.5% | +104.7% |
| All | +1,779.1% | +12,596.5% | -10,817.4% | +1,066.6% |
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 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