+7,716.4%
TPR vs DHI
+3,613.6%
+4,102.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.5% |
| 7D | -2.3% | -3.1% | +0.8% | -1.0% |
| 30D | -23.0% | -5.5% | -17.5% | -21.6% |
| 3M | -12.5% | -2.2% | -10.3% | -12.3% |
| 6M | -21.4% | -6.0% | -15.5% | -20.1% |
| YTD | -3.5% | 0.0% | -3.5% | -4.9% |
| 1Y | +17.4% | -18.2% | +35.6% | +24.6% |
| 3Y | +291.3% | +22.5% | +268.7% | +237.1% |
| 5Y | +241.9% | +58.4% | +183.6% | +162.0% |
| 10Y | +322.7% | +405.2% | -82.5% | +99.0% |
| All | +7,716.4% | +3,613.6% | +4,102.9% | +895.7% |
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