+149.4%
MAR vs DHI
+61.2%
+88.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -0.5% | -3.4% | +2.9% | +0.6% |
| 30D | -5.4% | -5.4% | 0.0% | -3.8% |
| 3M | -15.5% | -10.4% | -5.1% | -12.8% |
| 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% | +35.0% |
| 3Y | +68.6% | +20.7% | +47.9% | +46.6% |
| All | +149.4% | +61.2% | +88.2% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling