+4.5%
HD vs DHI
+61.2%
-56.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.2% |
| 7D | -3.8% | -3.4% | -0.4% | -2.3% |
| 30D | -9.4% | -5.4% | -4.0% | -7.2% |
| 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% | -17.0% |
| 3Y | +1.5% | +20.7% | -19.1% | -12.7% |
| All | +4.5% | +61.2% | -56.7% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling