+177.8%
XLE vs DHI
+414.5%
-236.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +1.7% | -3.4% | +5.1% | +2.5% |
| 30D | +6.7% | -5.4% | +12.2% | +8.0% |
| 3M | +14.9% | -10.4% | +25.3% | +17.2% |
| 6M | +15.9% | -2.8% | +18.7% | +14.9% |
| YTD | +47.7% | -3.4% | +51.1% | +46.1% |
| 1Y | +50.7% | -22.9% | +73.6% | +57.7% |
| 3Y | +57.9% | +20.7% | +37.2% | +39.5% |
| 5Y | +227.0% | +62.1% | +164.9% | +151.3% |
| All | +177.8% | +414.5% | -236.7% | +41.9% |
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