+256.9%
HL vs DHI
+414.5%
-157.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.8% |
| 7D | -4.4% | -3.4% | -0.9% | -3.1% |
| 30D | +9.3% | -5.4% | +14.7% | +11.7% |
| 3M | +32.0% | -10.4% | +42.4% | +37.0% |
| 6M | -6.4% | -2.8% | -3.7% | -6.1% |
| YTD | +3.1% | -3.4% | +6.6% | +3.4% |
| 1Y | +77.6% | -22.9% | +100.5% | +92.1% |
| 3Y | +392.8% | +20.7% | +372.1% | +331.8% |
| 5Y | +234.1% | +62.1% | +172.0% | +151.1% |
| All | +256.9% | +414.5% | -157.6% | +82.5% |
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