+107.5%
SOXX vs DHI
-21.2%
+128.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | +1.4% | -3.4% | +4.8% | +2.1% |
| 30D | -3.6% | -5.4% | +1.9% | -2.6% |
| 3M | -10.2% | -10.4% | +0.3% | -8.2% |
| 6M | +54.2% | -2.8% | +57.0% | +53.3% |
| YTD | +75.2% | -3.4% | +78.6% | +74.1% |
| 1Y | +107.5% | -22.9% | +130.4% | +111.0% |
| All | +107.5% | -21.2% | +128.7% | +111.0% |
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