-15.1%
SMR vs DHI
-7.3%
-7.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.1% | -4.1% |
| 7D | +4.7% | -6.1% | +10.8% | +8.5% |
| 30D | +3.2% | -10.1% | +13.3% | +10.0% |
| 3M | +9.9% | -7.3% | +17.2% | +12.1% |
| 6M | -15.1% | -6.1% | -9.0% | -17.2% |
| All | -15.1% | -7.3% | -7.8% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling