+21,027.1%
LOW vs DHI
+12,501.5%
+8,525.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -3.7% | -3.4% | -0.3% | -2.7% |
| 30D | -8.9% | -5.4% | -3.4% | -7.4% |
| 3M | -10.4% | -10.4% | 0.0% | -7.4% |
| 6M | -19.4% | -2.8% | -16.6% | -18.8% |
| YTD | -17.1% | -3.4% | -13.7% | -16.4% |
| 1Y | -26.3% | -22.9% | -3.4% | -20.8% |
| 3Y | -9.9% | +20.7% | -30.6% | -16.3% |
| 5Y | +6.1% | +62.1% | -56.0% | -10.3% |
| 10Y | +230.8% | +410.4% | -179.6% | +100.3% |
| All | +21,027.1% | +12,501.5% | +8,525.6% | +6,123.9% |
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