-14.4%
SMR vs DHI
+69.8%
-84.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.4% | -15.9% |
| 7D | -11.2% | -3.4% | -7.8% | -10.9% |
| 30D | -10.2% | -5.4% | -4.8% | -9.5% |
| 3M | -10.0% | -10.4% | +0.4% | -8.7% |
| 6M | -30.5% | -2.8% | -27.7% | -30.2% |
| YTD | -39.2% | -3.4% | -35.8% | -39.2% |
| 1Y | -75.5% | -22.9% | -52.6% | -75.0% |
| 3Y | +45.4% | +20.7% | +24.8% | +33.7% |
| All | -14.4% | +69.8% | -84.2% | -28.3% |
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 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