+4,304.0%
USB vs DHI
+13,816.6%
-9,512.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.4% |
| 7D | 0.0% | +4.3% | -4.3% | -1.2% |
| 30D | +5.8% | +14.3% | -8.4% | +2.1% |
| 3M | -6.0% | +4.3% | -10.3% | -7.4% |
| 6M | +7.8% | +2.7% | +5.1% | +6.3% |
| YTD | +14.6% | +6.7% | +7.9% | +11.3% |
| 1Y | +31.8% | +6.1% | +25.7% | +28.0% |
| 3Y | +91.5% | +33.5% | +58.1% | +71.3% |
| 5Y | +22.0% | +73.4% | -51.4% | -0.4% |
| 10Y | +96.1% | +492.5% | -396.5% | +11.3% |
| All | +4,304.0% | +13,816.6% | -9,512.6% | +1,059.7% |
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 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