+165.4%
W vs DHI
+679.7%
-514.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | -0.1% |
| 7D | +5.9% | -2.3% | +8.2% | +7.8% |
| 30D | -3.0% | -5.3% | +2.2% | +0.9% |
| 3M | +40.3% | -7.8% | +48.1% | +50.7% |
| 6M | +32.2% | -5.4% | +37.6% | +39.3% |
| YTD | -0.3% | -2.7% | +2.4% | +1.4% |
| 1Y | +16.2% | -21.0% | +37.1% | +36.0% |
| 3Y | +40.7% | +22.2% | +18.5% | +18.9% |
| 5Y | -62.3% | +62.2% | -124.5% | -73.3% |
| 10Y | +162.2% | +414.3% | -252.0% | -8.8% |
| All | +165.4% | +679.7% | -514.3% | -33.3% |
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