+206.4%
HD vs DHI
+414.5%
-208.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | -3.8% | -3.4% | -0.4% | -2.4% |
| 30D | -9.4% | -5.4% | -4.0% | -7.4% |
| 3M | -4.6% | -10.4% | +5.8% | -0.2% |
| 6M | -10.1% | -2.8% | -7.3% | -9.3% |
| YTD | -8.3% | -3.4% | -4.9% | -7.5% |
| 1Y | -25.0% | -22.9% | -2.1% | -17.5% |
| 3Y | +1.5% | +20.7% | -19.1% | -10.3% |
| 5Y | +5.6% | +62.1% | -56.6% | -19.8% |
| All | +206.4% | +414.5% | -208.1% | +53.8% |
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