+0.5%
HD vs DHI
+19.0%
-18.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.5% |
| 7D | -3.9% | -6.1% | +2.2% | -1.4% |
| 30D | -13.1% | -10.1% | -3.0% | -9.3% |
| 3M | -3.4% | -7.3% | +3.9% | -0.4% |
| 6M | -12.6% | -6.1% | -6.4% | -10.5% |
| YTD | -9.2% | -5.0% | -4.2% | -7.7% |
| 1Y | -23.9% | -22.1% | -1.8% | -17.2% |
| All | +0.5% | +19.0% | -18.5% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling