+25.0%
HL vs DHI
+9.6%
+15.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +8.1% | +5.1% | +9.7% |
| 7D | +0.2% | +9.8% | -9.6% | -3.5% |
| 30D | -12.1% | +17.8% | -29.9% | -18.0% |
| 3M | -2.8% | +4.7% | -7.6% | -5.1% |
| 6M | -14.9% | +10.0% | -25.0% | -18.9% |
| YTD | -22.0% | +10.0% | -32.0% | -26.6% |
| 1Y | +25.0% | +9.1% | +15.9% | +20.2% |
| All | +25.0% | +9.6% | +15.4% | +20.2% |
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