+74.5%
META vs DHI
+60.0%
+14.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.2% | +6.4% |
| 7D | +10.3% | -2.3% | +12.6% | +11.2% |
| 30D | +9.9% | -5.3% | +15.1% | +12.0% |
| 3M | +11.9% | -7.8% | +19.7% | +14.5% |
| 6M | +1.2% | -5.4% | +6.5% | +1.9% |
| YTD | -0.8% | -2.7% | +1.9% | -2.0% |
| 1Y | -14.3% | -21.0% | +6.6% | -8.8% |
| 3Y | +121.4% | +22.2% | +99.2% | +72.0% |
| 5Y | +74.5% | +62.2% | +12.3% | +4.6% |
| All | +74.5% | +60.0% | +14.5% | +4.6% |
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