+1,037.2%
XLE vs DHI
+3,305.6%
-2,268.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.8% |
| 7D | 0.0% | -2.0% | +2.0% | +0.4% |
| 30D | +12.6% | -8.3% | +21.0% | +14.6% |
| 3M | +11.8% | -3.7% | +15.6% | +11.9% |
| 6M | +16.1% | -5.4% | +21.5% | +16.0% |
| YTD | +46.9% | -3.0% | +49.9% | +45.5% |
| 1Y | +53.3% | -23.8% | +77.1% | +59.8% |
| 3Y | +54.9% | +21.8% | +33.1% | +40.8% |
| 5Y | +225.7% | +59.6% | +166.1% | +169.4% |
| 10Y | +170.7% | +391.2% | -220.5% | +66.2% |
| All | +1,037.2% | +3,305.6% | -2,268.4% | +325.6% |
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