-75.5%
SMR vs DHI
-21.2%
-54.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.4% | -16.1% |
| 7D | -11.2% | -3.4% | -7.8% | -10.6% |
| 30D | -10.2% | -5.4% | -4.8% | -8.9% |
| 3M | -10.0% | -10.4% | +0.4% | -7.9% |
| 6M | -30.5% | -2.8% | -27.7% | -30.7% |
| YTD | -39.2% | -3.4% | -35.8% | -40.3% |
| 1Y | -75.5% | -22.9% | -52.6% | -77.3% |
| All | -75.5% | -21.2% | -54.4% | -77.3% |
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