+1.5%
SMR vs DHI
+66.9%
-65.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.1% | -5.2% |
| 7D | +4.7% | -6.1% | +10.8% | +5.6% |
| 30D | +3.2% | -10.1% | +13.3% | +4.9% |
| 3M | +9.9% | -7.3% | +17.2% | +11.0% |
| 6M | -15.1% | -6.1% | -9.0% | -14.4% |
| YTD | -27.9% | -5.0% | -22.9% | -27.6% |
| 1Y | -70.2% | -22.1% | -48.1% | -69.6% |
| 3Y | +72.5% | +19.2% | +53.2% | +58.9% |
| All | +1.5% | +66.9% | -65.5% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling