-4.6%
HD vs DHI
+9.6%
-14.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.1% | -1.6% | +2.0% |
| 7D | +11.9% | +9.8% | +2.1% | +6.2% |
| 30D | +26.4% | +17.8% | +8.6% | +15.2% |
| 3M | +2.8% | +4.7% | -1.9% | -0.3% |
| 6M | +15.5% | +10.0% | +5.4% | +9.0% |
| YTD | +5.5% | +10.0% | -4.4% | -1.5% |
| 1Y | -4.6% | +9.1% | -13.7% | -11.9% |
| All | -4.6% | +9.6% | -14.2% | -11.9% |
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