+1,527.5%
META vs DHI
+920.1%
+607.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +6.7% | -3.1% | +9.9% | +7.6% |
| 30D | +4.8% | -5.5% | +10.2% | +6.2% |
| 3M | -1.6% | -2.2% | +0.6% | -1.4% |
| 6M | -7.5% | -6.0% | -1.5% | -6.7% |
| YTD | -6.4% | 0.0% | -6.4% | -7.6% |
| 1Y | -17.3% | -18.2% | +0.9% | -14.4% |
| 3Y | +109.9% | +22.5% | +87.4% | +87.5% |
| 5Y | +65.4% | +58.4% | +7.0% | +35.5% |
| 10Y | +391.8% | +405.2% | -13.4% | +210.3% |
| All | +1,527.5% | +920.1% | +607.4% | +824.8% |
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 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