+802.1%
XLB vs DHI
+3,316.4%
-2,514.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.9% | -2.3% | -0.6% | -2.3% |
| 30D | -3.4% | -5.3% | +1.9% | -2.1% |
| 3M | +1.6% | -7.8% | +9.4% | +3.5% |
| 6M | +3.6% | -5.4% | +9.0% | +4.6% |
| YTD | +14.2% | -2.7% | +16.9% | +14.2% |
| 1Y | +15.6% | -21.0% | +36.5% | +21.6% |
| 3Y | +33.1% | +22.2% | +10.9% | +21.4% |
| 5Y | +35.0% | +62.2% | -27.1% | +11.7% |
| 10Y | +164.5% | +414.3% | -249.7% | +53.8% |
| All | +802.1% | +3,316.4% | -2,514.3% | +138.1% |
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