+101.6%
PSX vs DHI
-21.2%
+122.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.5% |
| 7D | +1.7% | -3.4% | +5.1% | +1.4% |
| 30D | +15.6% | -5.4% | +21.1% | +15.1% |
| 3M | +46.5% | -10.4% | +56.9% | +45.3% |
| 6M | +55.0% | -2.8% | +57.8% | +53.7% |
| YTD | +105.3% | -3.4% | +108.7% | +103.0% |
| 1Y | +101.6% | -22.9% | +124.5% | +100.3% |
| All | +101.6% | -21.2% | +122.8% | +100.3% |
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