+37.2%
F vs DHI
+19.0%
+18.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +4.1% |
| 7D | -3.7% | -6.1% | +2.4% | -1.5% |
| 30D | -0.7% | -10.1% | +9.4% | +3.0% |
| 3M | -1.9% | -7.3% | +5.4% | +0.3% |
| 6M | +16.1% | -6.1% | +22.2% | +17.6% |
| YTD | +9.5% | -5.0% | +14.5% | +10.0% |
| 1Y | +27.2% | -22.1% | +49.3% | +37.1% |
| All | +37.2% | +19.0% | +18.1% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling