+3,061.7%
SPY vs DHI
+14,224.3%
-11,162.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.4% | -2.3% | +2.0% | +0.1% |
| 30D | -1.4% | -5.3% | +3.9% | -0.4% |
| 3M | +3.7% | -7.8% | +11.5% | +5.0% |
| 6M | +13.0% | -5.4% | +18.4% | +13.6% |
| YTD | +12.4% | -2.7% | +15.1% | +12.1% |
| 1Y | +18.5% | -21.0% | +39.5% | +22.6% |
| 3Y | +77.6% | +22.2% | +55.4% | +65.2% |
| 5Y | +81.7% | +62.2% | +19.5% | +57.6% |
| 10Y | +319.7% | +414.3% | -94.6% | +183.1% |
| All | +3,061.7% | +14,224.3% | -11,162.6% | +1,166.1% |
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