+129.9%
TLT vs DHI
+1,571.1%
-1,441.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -0.3% | -2.3% | +2.1% | -0.3% |
| 30D | 0.0% | -5.3% | +5.3% | -0.1% |
| 3M | -2.9% | -7.8% | +4.9% | -3.0% |
| 6M | -6.3% | -5.4% | -0.9% | -6.3% |
| YTD | -3.3% | -2.7% | -0.7% | -3.3% |
| 1Y | -4.2% | -21.0% | +16.8% | -4.7% |
| 3Y | -1.7% | +22.2% | -23.8% | -0.6% |
| 5Y | -34.9% | +62.2% | -97.1% | -33.3% |
| 10Y | -19.8% | +414.3% | -434.1% | -11.2% |
| All | +129.9% | +1,571.1% | -1,441.2% | +215.5% |
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