+316.3%
TPR vs DHI
+414.5%
-98.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.5% | +1.4% |
| 7D | -3.0% | -3.4% | +0.4% | -1.3% |
| 30D | -22.6% | -5.4% | -17.2% | -20.8% |
| 3M | -18.2% | -10.4% | -7.7% | -14.4% |
| 6M | -18.0% | -2.8% | -15.2% | -17.9% |
| YTD | -6.4% | -3.4% | -3.0% | -6.8% |
| 1Y | +12.3% | -22.9% | +35.2% | +24.5% |
| 3Y | +298.7% | +20.7% | +278.0% | +222.1% |
| 5Y | +232.5% | +62.1% | +170.4% | +118.4% |
| All | +316.3% | +414.5% | -98.3% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling