+5,324.0%
TGT vs DHI
+12,501.5%
-7,177.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -5.2% | -3.4% | -1.8% | -4.5% |
| 30D | +1.2% | -5.4% | +6.6% | +2.4% |
| 3M | +18.4% | -10.4% | +28.8% | +21.2% |
| 6M | +33.4% | -2.8% | +36.2% | +33.7% |
| YTD | +63.8% | -3.4% | +67.2% | +63.7% |
| 1Y | +77.2% | -22.9% | +100.1% | +86.1% |
| 3Y | +41.8% | +20.7% | +21.1% | +32.5% |
| 5Y | -25.5% | +62.1% | -87.7% | -35.6% |
| 10Y | +204.9% | +410.4% | -205.5% | +94.8% |
| All | +5,324.0% | +12,501.5% | -7,177.4% | +1,655.6% |
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