-10.4%
TSCO vs DHI
+61.2%
-71.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.0% |
| 7D | -5.7% | -3.4% | -2.3% | -4.7% |
| 30D | -8.8% | -5.4% | -3.3% | -7.3% |
| 3M | +6.3% | -10.4% | +16.8% | +9.5% |
| 6M | -32.3% | -2.8% | -29.5% | -32.4% |
| YTD | -32.7% | -3.4% | -29.3% | -32.9% |
| 1Y | -43.7% | -22.9% | -20.8% | -39.9% |
| 3Y | -19.7% | +20.7% | -40.3% | -30.2% |
| All | -10.4% | +61.2% | -71.6% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling