+18.4%
U vs DHI
+9.6%
+8.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.1% | -3.2% | +4.5% |
| 7D | +7.5% | +9.8% | -2.3% | +6.9% |
| 30D | -7.0% | +17.8% | -24.9% | -7.8% |
| 3M | +20.6% | +4.7% | +15.8% | +19.8% |
| 6M | +53.2% | +10.0% | +43.1% | +52.1% |
| YTD | -3.9% | +10.0% | -13.8% | -6.2% |
| 1Y | +18.4% | +9.1% | +9.2% | +13.7% |
| All | +18.4% | +9.6% | +8.8% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling