+147.5%
GE vs DHI
+414.5%
-267.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -4.0% | -3.4% | -0.6% | -3.0% |
| 30D | -11.4% | -5.4% | -6.0% | -10.0% |
| 3M | -2.6% | -10.4% | +7.8% | +0.4% |
| 6M | -0.3% | -2.8% | +2.4% | 0.0% |
| YTD | +5.4% | -3.4% | +8.8% | +5.5% |
| 1Y | +15.5% | -22.9% | +38.4% | +23.5% |
| 3Y | +260.8% | +20.7% | +240.1% | +215.4% |
| 5Y | +421.6% | +62.1% | +359.5% | +294.8% |
| All | +147.5% | +414.5% | -267.0% | +21.3% |
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