+11,507.4%
SPGI vs DHI
+12,556.3%
-1,049.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.6% |
| 7D | -2.5% | -2.0% | -0.4% | -2.0% |
| 30D | +5.4% | -8.3% | +13.7% | +7.3% |
| 3M | +9.0% | -3.7% | +12.8% | +9.5% |
| 6M | +0.8% | -5.4% | +6.2% | +1.3% |
| YTD | -12.6% | -3.0% | -9.6% | -12.9% |
| 1Y | -16.1% | -23.8% | +7.7% | -12.4% |
| 3Y | +19.0% | +21.8% | -2.8% | +10.0% |
| 5Y | +5.1% | +59.6% | -54.6% | -9.4% |
| 10Y | +295.5% | +391.2% | -95.7% | +164.5% |
| All | +11,507.4% | +12,556.3% | -1,049.0% | +4,613.0% |
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 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