+632.4%
GEV vs DHI
-11.7%
+644.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.5% |
| 7D | +1.6% | -3.4% | +5.0% | +1.8% |
| 30D | -7.9% | -5.4% | -2.5% | -7.7% |
| 3M | +5.6% | -10.4% | +16.1% | +6.1% |
| 6M | +13.1% | -2.8% | +15.8% | +13.1% |
| YTD | +46.7% | -3.4% | +50.2% | +46.6% |
| 1Y | +51.3% | -22.9% | +74.2% | +51.0% |
| All | +632.4% | -11.7% | +644.1% | +621.9% |
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 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