-85.6%
SMR vs DHI
+9.6%
-95.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.1% | -12.6% | -7.0% |
| 7D | -9.5% | +9.8% | -19.3% | -12.7% |
| 30D | -33.2% | +17.8% | -51.0% | -37.3% |
| 3M | -45.9% | +4.7% | -50.7% | -47.0% |
| 6M | -57.9% | +10.0% | -67.9% | -59.7% |
| YTD | -63.8% | +10.0% | -73.8% | -66.9% |
| 1Y | -85.6% | +9.1% | -94.7% | -87.8% |
| All | -85.6% | +9.6% | -95.2% | -87.8% |
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 · 6 months rolling