+84.9%
USB vs DHI
+506.3%
-421.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.8% |
| 7D | +1.4% | +3.1% | -1.6% | +0.4% |
| 30D | +6.4% | +11.0% | -4.6% | +2.9% |
| 3M | -4.5% | +2.1% | -6.5% | -5.5% |
| 6M | +11.4% | +1.7% | +9.7% | +9.8% |
| YTD | +17.1% | +4.9% | +12.2% | +13.5% |
| 1Y | +32.6% | +4.8% | +27.8% | +28.3% |
| 3Y | +101.8% | +25.9% | +76.0% | +78.2% |
| 5Y | +25.1% | +66.0% | -40.8% | -2.1% |
| 10Y | +84.9% | +508.5% | -423.7% | -9.0% |
| All | +84.9% | +506.3% | -421.5% | -9.0% |
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