+96.9%
PSX vs DHI
+9.6%
+87.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.1% | -12.6% | -3.4% |
| 7D | -5.2% | +9.8% | -14.9% | -3.8% |
| 30D | -3.7% | +17.8% | -21.6% | -1.6% |
| 3M | +26.8% | +4.7% | +22.1% | +28.1% |
| 6M | +47.3% | +10.0% | +37.3% | +48.9% |
| YTD | +105.4% | +10.0% | +95.4% | +105.5% |
| 1Y | +96.9% | +9.1% | +87.8% | +96.9% |
| All | +96.9% | +9.6% | +87.3% | +96.9% |
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