+134.1%
PSX vs DHI
+21.1%
+113.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | +1.7% | -3.4% | +5.1% | +2.1% |
| 30D | +15.6% | -5.4% | +21.1% | +16.3% |
| 3M | +46.5% | -10.4% | +56.9% | +47.9% |
| 6M | +55.0% | -2.8% | +57.8% | +53.6% |
| YTD | +105.3% | -3.4% | +108.7% | +103.1% |
| 1Y | +101.6% | -22.9% | +124.5% | +108.7% |
| 3Y | +134.1% | +20.7% | +113.5% | +113.1% |
| All | +134.1% | +21.1% | +113.1% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling