+7,700.0%
SYK vs DHI
+12,289.5%
-4,589.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.5% |
| 7D | -12.3% | -6.1% | -6.2% | -11.4% |
| 30D | -22.4% | -10.1% | -12.4% | -21.0% |
| 3M | -12.3% | -7.3% | -5.0% | -11.3% |
| 6M | -24.3% | -6.1% | -18.2% | -23.7% |
| YTD | -22.8% | -5.0% | -17.7% | -22.5% |
| 1Y | -28.8% | -22.1% | -6.7% | -26.3% |
| 3Y | -4.0% | +19.2% | -23.2% | -9.0% |
| 5Y | +3.8% | +59.4% | -55.6% | -7.1% |
| 10Y | +172.8% | +401.8% | -229.0% | +99.8% |
| All | +7,700.0% | +12,289.5% | -4,589.5% | +3,357.2% |
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