+107.8%
META vs DHI
+21.9%
+85.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.1% |
| 7D | +6.0% | -2.0% | +8.1% | +6.4% |
| 30D | +3.6% | -8.3% | +11.9% | +4.9% |
| 3M | +4.9% | -3.7% | +8.6% | +5.2% |
| 6M | -4.7% | -5.4% | +0.7% | -4.5% |
| YTD | -6.9% | -3.0% | -3.9% | -7.4% |
| 1Y | -18.2% | -23.8% | +5.7% | -15.6% |
| 3Y | +107.8% | +21.8% | +86.0% | +84.8% |
| All | +107.8% | +21.9% | +85.8% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling