+30.0%
SOXX vs DHI
+9.9%
+20.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +0.4% | -12.6% | -12.2% |
| 7D | -23.0% | +7.6% | -30.6% | -23.8% |
| 30D | -32.9% | +15.3% | -48.1% | -34.6% |
| 3M | -25.4% | +4.4% | -29.8% | -25.7% |
| 6M | -17.9% | +8.3% | -26.2% | -19.4% |
| YTD | +31.6% | +10.4% | +21.2% | +26.6% |
| 1Y | +30.0% | +9.8% | +20.1% | +23.9% |
| All | +30.0% | +9.9% | +20.1% | +23.9% |
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