+105.9%
USB vs DHI
+384.6%
-278.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.5% |
| 7D | +2.1% | -2.0% | +4.1% | +2.7% |
| 30D | -2.3% | -8.3% | +6.1% | +0.1% |
| 3M | +13.9% | -3.7% | +17.6% | +14.5% |
| 6M | +21.6% | -5.4% | +27.0% | +22.6% |
| YTD | +19.3% | -3.0% | +22.3% | +18.8% |
| 1Y | +33.6% | -23.8% | +57.4% | +42.7% |
| 3Y | +97.7% | +21.8% | +75.9% | +76.7% |
| 5Y | +40.4% | +59.6% | -19.2% | +11.4% |
| 10Y | +105.9% | +391.2% | -285.3% | +8.7% |
| All | +105.9% | +384.6% | -278.7% | +8.7% |
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 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