+1,381.0%
NET vs DHI
+236.5%
+1,144.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.1% | -10.7% | -5.3% |
| 7D | -16.4% | +9.8% | -26.1% | -19.4% |
| 30D | -25.8% | +17.8% | -43.7% | -30.5% |
| 3M | -11.5% | +4.7% | -16.2% | -13.8% |
| 6M | +18.9% | +10.0% | +8.9% | +12.8% |
| YTD | +35.2% | +10.0% | +25.3% | +25.9% |
| 1Y | +14.5% | +9.1% | +5.3% | +6.4% |
| 3Y | +313.8% | +36.3% | +277.5% | +216.9% |
| 5Y | +32.6% | +83.4% | -50.9% | -13.8% |
| All | +1,381.0% | +236.5% | +1,144.5% | +703.4% |
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