+226.0%
XLE vs DHI
+56.7%
+169.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | +0.5% | -6.1% | +6.6% | +1.0% |
| 30D | +6.6% | -10.1% | +16.7% | +7.5% |
| 3M | +12.3% | -7.3% | +19.6% | +12.6% |
| 6M | +18.4% | -6.1% | +24.5% | +18.3% |
| YTD | +47.2% | -5.0% | +52.3% | +46.7% |
| 1Y | +50.3% | -22.1% | +72.4% | +53.1% |
| 3Y | +55.3% | +19.2% | +36.1% | +47.5% |
| 5Y | +226.0% | +59.4% | +166.5% | +189.5% |
| All | +226.0% | +56.7% | +169.3% | +189.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling