+433.8%
MAR vs DHI
+414.5%
+19.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | -0.5% | -3.4% | +2.9% | +0.8% |
| 30D | -5.4% | -5.4% | 0.0% | -3.5% |
| 3M | -15.5% | -10.4% | -5.1% | -12.4% |
| 6M | +3.0% | -2.8% | +5.7% | +3.1% |
| YTD | +8.5% | -3.4% | +11.9% | +8.7% |
| 1Y | +26.0% | -22.9% | +48.9% | +36.8% |
| 3Y | +68.6% | +20.7% | +47.9% | +45.4% |
| 5Y | +157.4% | +62.1% | +95.2% | +88.7% |
| All | +433.8% | +414.5% | +19.3% | +132.4% |
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