+49.9%
XLE vs DHI
+9.6%
+40.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.1% | -12.8% | -3.6% |
| 7D | -7.2% | +9.8% | -17.0% | -5.9% |
| 30D | +0.1% | +17.8% | -17.7% | +2.4% |
| 3M | +9.2% | +4.7% | +4.5% | +10.3% |
| 6M | +8.4% | +10.0% | -1.7% | +9.9% |
| YTD | +44.9% | +10.0% | +34.9% | +46.1% |
| 1Y | +49.9% | +9.1% | +40.7% | +51.0% |
| All | +49.9% | +9.6% | +40.2% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling