+691.9%
RF vs DHI
+12,945.6%
-12,253.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.3% |
| 7D | +1.3% | -3.1% | +4.5% | +2.4% |
| 30D | -3.6% | -5.5% | +1.9% | -2.0% |
| 3M | +8.1% | -2.2% | +10.3% | +8.3% |
| 6M | +11.5% | -6.0% | +17.4% | +12.9% |
| YTD | +15.6% | 0.0% | +15.6% | +14.1% |
| 1Y | +15.7% | -18.2% | +33.9% | +21.8% |
| 3Y | +86.9% | +22.5% | +64.3% | +65.8% |
| 5Y | +89.8% | +58.4% | +31.5% | +49.1% |
| 10Y | +344.7% | +405.2% | -60.5% | +121.2% |
| All | +691.9% | +12,945.6% | -12,253.8% | +110.3% |
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