+49.3%
F vs DHI
+56.7%
-7.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +4.3% |
| 7D | -3.7% | -6.1% | +2.4% | -1.0% |
| 30D | -0.7% | -10.1% | +9.4% | +4.0% |
| 3M | -1.9% | -7.3% | +5.4% | +0.8% |
| 6M | +16.1% | -6.1% | +22.2% | +17.9% |
| YTD | +9.5% | -5.0% | +14.5% | +10.0% |
| 1Y | +27.2% | -22.1% | +49.3% | +39.7% |
| 3Y | +36.3% | +19.2% | +17.0% | +13.6% |
| 5Y | +49.3% | +59.4% | -10.1% | +2.9% |
| All | +49.3% | +56.7% | -7.4% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling