+19.3%
PH vs DHI
+9.6%
+9.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.1% | -11.8% | -5.1% |
| 7D | -0.2% | +9.8% | -10.0% | -2.1% |
| 30D | -6.7% | +17.8% | -24.5% | -10.3% |
| 3M | -8.1% | +4.7% | -12.8% | -9.0% |
| 6M | +5.3% | +10.0% | -4.7% | +2.5% |
| YTD | +4.2% | +10.0% | -5.8% | +0.5% |
| 1Y | +19.3% | +9.1% | +10.2% | +14.9% |
| All | +19.3% | +9.6% | +9.7% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling