+88.9%
RF vs DHI
+56.7%
+32.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.9% |
| 7D | -1.6% | -6.1% | +4.5% | +0.3% |
| 30D | -4.3% | -10.1% | +5.8% | -1.2% |
| 3M | +5.9% | -7.3% | +13.2% | +7.8% |
| 6M | +14.1% | -6.1% | +20.3% | +15.4% |
| YTD | +13.8% | -5.0% | +18.8% | +14.2% |
| 1Y | +15.2% | -22.1% | +37.3% | +22.6% |
| 3Y | +90.6% | +19.2% | +71.3% | +70.0% |
| 5Y | +88.9% | +59.4% | +29.5% | +44.9% |
| All | +88.9% | +56.7% | +32.2% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling