+89.7%
RF vs DHI
+22.0%
+67.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -0.1% | -2.3% | +2.2% | +0.6% |
| 30D | -4.0% | -5.3% | +1.2% | -2.6% |
| 3M | +5.6% | -7.8% | +13.3% | +7.6% |
| 6M | +13.1% | -5.4% | +18.4% | +14.0% |
| YTD | +13.6% | -2.7% | +16.2% | +13.1% |
| 1Y | +16.0% | -21.0% | +36.9% | +22.6% |
| All | +89.7% | +22.0% | +67.7% | +51.0% |
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