+143.7%
XLC vs DHI
+262.4%
-118.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | +0.5% | -3.4% | +3.9% | +1.4% |
| 30D | +2.1% | -5.4% | +7.6% | +3.5% |
| 3M | +0.7% | -10.4% | +11.1% | +3.2% |
| 6M | -3.2% | -2.8% | -0.4% | -3.3% |
| YTD | -3.8% | -3.4% | -0.4% | -4.1% |
| 1Y | -2.0% | -22.9% | +20.9% | +3.2% |
| 3Y | +71.4% | +20.7% | +50.7% | +52.7% |
| 5Y | +40.7% | +62.1% | -21.4% | +11.3% |
| All | +143.7% | +262.4% | -118.7% | +44.9% |
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