-20.0%
SKHY vs DHI
+4.3%
-24.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +6.4% |
| 7D | -9.0% | +1.8% | -10.8% | -7.9% |
| 30D | -20.5% | +15.4% | -35.9% | -16.1% |
| 3M | -2.6% | +3.0% | -5.6% | -0.3% |
| All | -20.0% | +4.3% | -24.3% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling