+1,139.1%
PSX vs DHI
+995.3%
+143.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.8% | -2.3% | +4.2% | +2.5% |
| 30D | +21.6% | -5.3% | +26.9% | +23.3% |
| 3M | +46.5% | -7.8% | +54.2% | +48.4% |
| 6M | +62.0% | -5.4% | +67.4% | +61.6% |
| YTD | +106.3% | -2.7% | +109.0% | +103.3% |
| 1Y | +103.0% | -21.0% | +123.9% | +111.9% |
| 3Y | +135.5% | +22.2% | +113.3% | +107.2% |
| 5Y | +368.5% | +62.2% | +306.3% | +259.2% |
| 10Y | +386.6% | +414.3% | -27.7% | +136.1% |
| All | +1,139.1% | +995.3% | +143.8% | +416.9% |
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 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