+277.0%
IR vs DHI
+362.9%
-85.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.2% |
| 7D | -1.9% | -2.3% | +0.4% | -1.0% |
| 30D | -15.0% | -5.3% | -9.8% | -13.4% |
| 3M | -0.4% | -7.8% | +7.3% | +2.5% |
| 6M | -15.0% | -5.4% | -9.7% | -13.5% |
| YTD | -7.1% | -2.7% | -4.4% | -6.5% |
| 1Y | -7.5% | -21.0% | +13.4% | 0.0% |
| 3Y | +6.3% | +22.2% | -15.9% | -6.3% |
| 5Y | +37.3% | +62.2% | -24.8% | +5.1% |
| All | +277.0% | +362.9% | -85.9% | +88.9% |
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