+40.6%
GLW vs DHI
+9.6%
+31.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.1% | -13.9% | -6.5% |
| 7D | -9.5% | +9.8% | -19.3% | -10.5% |
| 30D | -25.5% | +17.8% | -43.3% | -27.4% |
| 3M | -25.6% | +4.7% | -30.3% | -25.8% |
| 6M | -25.5% | +10.0% | -35.5% | -26.2% |
| YTD | +36.4% | +10.0% | +26.4% | +32.5% |
| 1Y | +40.6% | +9.1% | +31.5% | +33.5% |
| All | +40.6% | +9.6% | +31.0% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling