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  • RSP vs DHI✓SelectedUSD · DHIRSP vs DHI performance historyLatest closeAs of-0.96%09/09
Stock and ETF performance explorer

RSP vs DHI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,103.3%
DHI return
+1,487.9%
Excess return
-384.6%
Maximum drawdown
-59.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDHIExcessAlpha
1D-1.0%+0.3%-1.3%-1.1%
7D-1.8%-2.3%+0.5%-1.2%
30D-2.5%-5.3%+2.7%-1.2%
3M+3.0%-7.8%+10.8%+4.9%
6M+8.9%-5.4%+14.3%+9.7%
YTD+13.0%-2.7%+15.6%+12.6%
1Y+16.2%-21.0%+37.2%+22.1%
3Y+52.7%+22.2%+30.5%+38.1%
5Y+50.5%+62.2%-11.7%+22.9%
10Y+209.8%+414.3%-204.4%+75.0%
All+1,103.3%+1,487.9%-384.6%+278.5%

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