+575.2%
HLT vs DHI
+414.5%
+160.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | -1.6% | -3.4% | +1.8% | -0.5% |
| 30D | -5.0% | -5.4% | +0.4% | -3.4% |
| 3M | -10.4% | -10.4% | +0.1% | -7.6% |
| 6M | +3.2% | -2.8% | +6.0% | +3.4% |
| YTD | +6.7% | -3.4% | +10.2% | +6.7% |
| 1Y | +10.3% | -22.9% | +33.2% | +18.0% |
| 3Y | +99.3% | +20.7% | +78.7% | +75.6% |
| 5Y | +143.7% | +62.1% | +81.6% | +87.3% |
| All | +575.2% | +414.5% | +160.7% | +241.8% |
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 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