+17,569.4%
PH vs DHI
+12,596.5%
+4,972.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | 0.0% | -2.3% | +2.4% | +0.6% |
| 30D | -10.3% | -5.3% | -5.0% | -9.1% |
| 3M | +5.1% | -7.8% | +12.8% | +6.9% |
| 6M | +2.3% | -5.4% | +7.7% | +3.1% |
| YTD | +8.7% | -2.7% | +11.4% | +8.5% |
| 1Y | +26.8% | -21.0% | +47.7% | +33.1% |
| 3Y | +139.2% | +22.2% | +117.0% | +119.6% |
| 5Y | +251.1% | +62.2% | +188.9% | +195.5% |
| 10Y | +812.6% | +414.3% | +398.3% | +467.3% |
| All | +17,569.4% | +12,596.5% | +4,972.9% | +6,251.4% |
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