+43.2%
TER vs DHI
+9.6%
+33.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.1% | -14.9% | -8.4% |
| 7D | -19.9% | +9.8% | -29.7% | -21.9% |
| 30D | -43.5% | +17.8% | -61.4% | -46.5% |
| 3M | -37.8% | +4.7% | -42.5% | -38.4% |
| 6M | -25.6% | +10.0% | -35.6% | -28.6% |
| YTD | +29.8% | +10.0% | +19.9% | +23.9% |
| 1Y | +43.2% | +9.1% | +34.0% | +35.0% |
| All | +43.2% | +9.6% | +33.5% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling