-35.4%
TLT vs DHI
+61.2%
-96.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -1.6% | -3.4% | +1.8% | -1.1% |
| 30D | -1.1% | -5.4% | +4.3% | -0.3% |
| 3M | -4.9% | -10.4% | +5.6% | -3.5% |
| 6M | -5.0% | -2.8% | -2.3% | -5.0% |
| YTD | -4.4% | -3.4% | -1.0% | -4.4% |
| 1Y | -6.4% | -22.9% | +16.5% | -3.4% |
| 3Y | -2.0% | +20.7% | -22.7% | -7.6% |
| All | -35.4% | +61.2% | -96.6% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling