-67.1%
SE vs DHI
+61.2%
-128.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -2.1% |
| 7D | -5.2% | -3.4% | -1.8% | -3.8% |
| 30D | -17.1% | -5.4% | -11.6% | -15.1% |
| 3M | +24.0% | -10.4% | +34.4% | +29.3% |
| 6M | +21.0% | -2.8% | +23.7% | +20.8% |
| YTD | -16.7% | -3.4% | -13.3% | -17.2% |
| 1Y | -45.9% | -22.9% | -23.0% | -40.7% |
| 3Y | +177.8% | +20.7% | +157.1% | +101.5% |
| All | -67.1% | +61.2% | -128.3% | -83.9% |
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