+288.1%
TER vs DHI
+21.1%
+267.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.1% |
| 7D | +6.4% | -3.4% | +9.8% | +7.4% |
| 30D | -5.7% | -5.4% | -0.2% | -4.3% |
| 3M | -0.4% | -10.4% | +10.0% | +2.5% |
| 6M | +25.8% | -2.8% | +28.6% | +26.7% |
| YTD | +96.4% | -3.4% | +99.8% | +97.2% |
| 1Y | +229.2% | -22.9% | +252.1% | +250.2% |
| 3Y | +288.1% | +20.7% | +267.4% | +244.3% |
| All | +288.1% | +21.1% | +267.1% | +244.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling