+0.8%
SPGI vs DHI
+61.2%
-60.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -7.4% | -3.4% | -4.0% | -6.6% |
| 30D | +0.4% | -5.4% | +5.8% | +1.8% |
| 3M | +5.3% | -10.4% | +15.7% | +7.8% |
| 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% | -16.1% |
| 3Y | +14.2% | +20.7% | -6.5% | -1.9% |
| All | +0.8% | +61.2% | -60.4% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling