+86.4%
F vs DHI
+414.5%
-328.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | -4.4% | -3.4% | -1.0% | -3.1% |
| 30D | +1.0% | -5.4% | +6.5% | +3.4% |
| 3M | -4.0% | -10.4% | +6.4% | 0.0% |
| 6M | +18.1% | -2.8% | +20.8% | +18.2% |
| YTD | +10.2% | -3.4% | +13.6% | +10.0% |
| 1Y | +24.3% | -22.9% | +47.2% | +36.3% |
| 3Y | +38.1% | +20.7% | +17.4% | +19.2% |
| 5Y | +50.2% | +62.1% | -11.9% | +10.8% |
| All | +86.4% | +414.5% | -328.1% | -17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling