+15.6%
U vs DHI
+21.1%
-5.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.0% |
| 7D | +5.5% | -3.4% | +8.9% | +6.4% |
| 30D | -1.3% | -5.4% | +4.2% | +0.1% |
| 3M | +64.6% | -10.4% | +75.0% | +68.6% |
| 6M | +119.4% | -2.8% | +122.1% | +118.0% |
| YTD | -0.5% | -3.4% | +2.9% | -1.7% |
| 1Y | +1.3% | -22.9% | +24.2% | +7.5% |
| 3Y | +15.6% | +20.7% | -5.1% | -14.1% |
| All | +15.6% | +21.1% | -5.4% | -14.1% |
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