+11,830.4%
SHW vs DHI
+12,501.5%
-671.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.5% |
| 7D | -3.1% | -3.4% | +0.3% | -2.4% |
| 30D | -10.0% | -5.4% | -4.6% | -8.9% |
| 3M | +2.3% | -10.4% | +12.7% | +4.8% |
| 6M | +0.7% | -2.8% | +3.4% | +1.3% |
| YTD | +0.5% | -3.4% | +3.9% | +1.2% |
| 1Y | -11.5% | -22.9% | +11.4% | -6.6% |
| 3Y | +21.3% | +20.7% | +0.6% | +14.7% |
| 5Y | +12.5% | +62.1% | -49.6% | -1.2% |
| 10Y | +287.3% | +410.4% | -123.1% | +163.8% |
| All | +11,830.4% | +12,501.5% | -671.1% | +4,936.2% |
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