+302.3%
NEM vs DHI
+414.5%
-112.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -1.0% | -3.4% | +2.4% | -0.4% |
| 30D | +7.8% | -5.4% | +13.3% | +8.9% |
| 3M | +30.2% | -10.4% | +40.7% | +32.4% |
| 6M | +9.6% | -2.8% | +12.4% | +9.7% |
| YTD | +27.8% | -3.4% | +31.2% | +27.9% |
| 1Y | +60.7% | -22.9% | +83.6% | +66.5% |
| 3Y | +245.3% | +20.7% | +224.6% | +224.7% |
| 5Y | +155.3% | +62.1% | +93.2% | +123.2% |
| All | +302.3% | +414.5% | -112.2% | +174.7% |
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