+4,550.8%
USB vs DHI
+12,945.6%
-8,394.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | 0.0% |
| 7D | +1.4% | -3.1% | +4.6% | +2.3% |
| 30D | -1.3% | -5.5% | +4.2% | -0.1% |
| 3M | +15.2% | -2.2% | +17.4% | +15.4% |
| 6M | +18.8% | -6.0% | +24.8% | +19.9% |
| YTD | +21.0% | 0.0% | +21.0% | +19.8% |
| 1Y | +34.0% | -18.2% | +52.3% | +39.2% |
| 3Y | +95.3% | +22.5% | +72.8% | +79.0% |
| 5Y | +40.4% | +58.4% | -18.0% | +17.5% |
| 10Y | +107.3% | +405.2% | -297.9% | +22.8% |
| All | +4,550.8% | +12,945.6% | -8,394.8% | +1,148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling