+8,373.7%
TPR vs DHI
+3,699.3%
+4,674.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.5% |
| 7D | -0.3% | -4.1% | +3.8% | +1.4% |
| 30D | +15.1% | +9.3% | +5.8% | +10.7% |
| 3M | +3.5% | -2.6% | +6.1% | +4.1% |
| 6M | +0.4% | +4.1% | -3.6% | -2.4% |
| YTD | +4.6% | +2.3% | +2.3% | +1.7% |
| 1Y | +33.1% | +2.7% | +30.4% | +28.6% |
| 3Y | +396.0% | +23.2% | +372.8% | +326.4% |
| 5Y | +230.3% | +57.3% | +173.0% | +152.8% |
| 10Y | +368.4% | +497.8% | -129.4% | +106.2% |
| All | +8,373.7% | +3,699.3% | +4,674.4% | +964.7% |
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