+39.7%
GOOG vs DHI
-21.2%
+60.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | 0.0% | -3.4% | +3.4% | +0.5% |
| 30D | -2.0% | -5.4% | +3.5% | -1.2% |
| 3M | -5.9% | -10.4% | +4.6% | -4.7% |
| 6M | +8.9% | -2.8% | +11.7% | +8.4% |
| YTD | +7.1% | -3.4% | +10.5% | +6.4% |
| 1Y | +39.7% | -22.9% | +62.6% | +38.9% |
| All | +39.7% | -21.2% | +60.8% | +38.9% |
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 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