+7,245.1%
HD vs DHI
+12,556.3%
-5,311.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.5% |
| 7D | -1.2% | -2.0% | +0.9% | -0.6% |
| 30D | -11.1% | -8.3% | -2.8% | -9.0% |
| 3M | +2.0% | -3.7% | +5.8% | +3.1% |
| 6M | -10.5% | -5.4% | -5.1% | -9.2% |
| YTD | -6.9% | -3.0% | -3.9% | -6.3% |
| 1Y | -23.2% | -23.8% | +0.7% | -17.7% |
| 3Y | +3.1% | +21.8% | -18.7% | -4.3% |
| 5Y | +7.4% | +59.6% | -52.2% | -8.2% |
| 10Y | +205.0% | +391.2% | -186.2% | +88.6% |
| All | +7,245.1% | +12,556.3% | -5,311.2% | +2,179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling