+110.9%
MO vs DHI
+414.5%
-303.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +0.1% | -3.4% | +3.5% | +0.7% |
| 30D | +7.1% | -5.4% | +12.6% | +8.0% |
| 3M | -2.0% | -10.4% | +8.5% | -0.5% |
| 6M | +7.3% | -2.8% | +10.1% | +7.2% |
| YTD | +23.5% | -3.4% | +26.9% | +23.2% |
| 1Y | +11.0% | -22.9% | +33.9% | +14.5% |
| 3Y | +95.0% | +20.7% | +74.3% | +81.6% |
| 5Y | +100.6% | +62.1% | +38.5% | +71.6% |
| All | +110.9% | +414.5% | -303.7% | +39.3% |
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