-43.7%
KHC vs DHI
+475.8%
-519.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -4.8% | -2.3% | -2.4% | -4.3% |
| 30D | +0.3% | -5.3% | +5.6% | +1.3% |
| 3M | +6.7% | -7.8% | +14.5% | +8.2% |
| 6M | +4.2% | -5.4% | +9.5% | +4.7% |
| YTD | +6.7% | -2.7% | +9.4% | +6.4% |
| 1Y | -1.4% | -21.0% | +19.6% | +2.4% |
| 3Y | -11.8% | +22.2% | -33.9% | -18.6% |
| 5Y | -13.4% | +62.2% | -75.5% | -27.3% |
| 10Y | -54.3% | +414.3% | -468.6% | -74.0% |
| All | -43.7% | +475.8% | -519.5% | -69.0% |
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