+651.3%
RF vs DHI
+13,246.8%
-12,595.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.0% |
| 7D | +1.9% | -4.1% | +6.0% | +3.4% |
| 30D | +7.3% | +9.3% | -2.0% | +3.7% |
| 3M | -7.9% | -2.6% | -5.4% | -7.6% |
| 6M | +10.5% | +4.1% | +6.4% | +7.8% |
| YTD | +9.6% | +2.3% | +7.3% | +6.9% |
| 1Y | +20.3% | +2.7% | +17.6% | +16.9% |
| 3Y | +119.5% | +23.2% | +96.3% | +94.0% |
| 5Y | +48.2% | +57.3% | -9.1% | +16.4% |
| 10Y | +234.3% | +497.8% | -263.5% | +56.5% |
| All | +651.3% | +13,246.8% | -12,595.5% | +97.0% |
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 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