+155.2%
W vs DHI
+414.5%
-259.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | -0.3% |
| 7D | -0.9% | -3.4% | +2.5% | +2.0% |
| 30D | -4.2% | -5.4% | +1.2% | +0.2% |
| 3M | +26.9% | -10.4% | +37.3% | +39.8% |
| 6M | +31.2% | -2.8% | +34.0% | +35.6% |
| YTD | -1.8% | -3.4% | +1.6% | +0.3% |
| 1Y | +9.3% | -22.9% | +32.2% | +32.0% |
| 3Y | +33.2% | +20.7% | +12.5% | +10.6% |
| 5Y | -62.4% | +62.1% | -124.5% | -74.7% |
| All | +155.2% | +414.5% | -259.3% | -23.8% |
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