+5,237.2%
O vs DHI
+8,656.2%
-3,418.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.3% |
| 7D | -3.5% | -6.1% | +2.6% | -2.0% |
| 30D | -3.3% | -10.1% | +6.8% | -0.9% |
| 3M | -2.8% | -7.3% | +4.5% | -1.4% |
| 6M | -5.8% | -6.1% | +0.4% | -5.0% |
| YTD | +9.4% | -5.0% | +14.4% | +9.6% |
| 1Y | +5.7% | -22.1% | +27.8% | +10.8% |
| 3Y | +27.2% | +19.2% | +8.0% | +16.7% |
| 5Y | +17.2% | +59.4% | -42.2% | -2.7% |
| 10Y | +53.9% | +401.8% | -347.9% | -7.0% |
| All | +5,237.2% | +8,656.2% | -3,418.9% | +1,782.5% |
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