+282.9%
SPGI vs DHI
+414.5%
-131.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -7.4% | -3.4% | -4.0% | -6.4% |
| 30D | +0.4% | -5.4% | +5.8% | +2.1% |
| 3M | +5.3% | -10.4% | +15.7% | +8.4% |
| 6M | +1.7% | -2.8% | +4.4% | +1.5% |
| YTD | -16.4% | -3.4% | -12.9% | -17.0% |
| 1Y | -20.5% | -22.9% | +2.4% | -15.5% |
| 3Y | +14.2% | +20.7% | -6.5% | -1.1% |
| 5Y | +0.6% | +62.1% | -61.5% | -24.3% |
| All | +282.9% | +414.5% | -131.7% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling