+289.9%
TPR vs DHI
+19.0%
+270.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.6% |
| 7D | -5.1% | -6.1% | +1.0% | -3.4% |
| 30D | -27.6% | -10.1% | -17.5% | -25.4% |
| 3M | -17.5% | -7.3% | -10.1% | -16.0% |
| 6M | -21.3% | -6.1% | -15.2% | -20.4% |
| YTD | -8.5% | -5.0% | -3.4% | -8.0% |
| 1Y | +11.5% | -22.1% | +33.6% | +17.9% |
| All | +289.9% | +19.0% | +270.8% | +245.5% |
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 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