+1,842.6%
UMC vs DHI
+414.5%
+1,428.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.9% |
| 7D | +9.0% | -3.4% | +12.4% | +9.9% |
| 30D | +17.2% | -5.4% | +22.7% | +18.8% |
| 3M | +11.4% | -10.4% | +21.8% | +14.1% |
| 6M | +137.5% | -2.8% | +140.3% | +137.5% |
| YTD | +193.1% | -3.4% | +196.5% | +191.9% |
| 1Y | +240.3% | -22.9% | +263.2% | +258.0% |
| 3Y | +262.2% | +20.7% | +241.5% | +223.8% |
| 5Y | +143.1% | +62.1% | +81.0% | +95.0% |
| All | +1,842.6% | +414.5% | +1,428.1% | +1,132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling