+1,449.6%
NET vs DHI
+206.0%
+1,243.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.6% |
| 7D | -7.0% | -3.1% | -3.8% | -5.9% |
| 30D | -4.8% | -5.5% | +0.7% | -3.0% |
| 3M | +3.8% | -2.2% | +6.0% | +3.8% |
| 6M | +50.0% | -6.0% | +56.0% | +50.9% |
| YTD | +41.5% | 0.0% | +41.5% | +37.3% |
| 1Y | +32.8% | -18.2% | +51.1% | +38.6% |
| 3Y | +335.9% | +22.5% | +313.3% | +249.9% |
| 5Y | +113.8% | +58.4% | +55.5% | +46.6% |
| All | +1,449.6% | +206.0% | +1,243.6% | +776.2% |
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