+14.7%
XLF vs DHI
+9.6%
+5.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +2.3% |
| 7D | +5.5% | +9.8% | -4.3% | +3.9% |
| 30D | +9.9% | +17.8% | -8.0% | +7.2% |
| 3M | +2.6% | +4.7% | -2.1% | +1.6% |
| 6M | +15.6% | +10.0% | +5.5% | +13.2% |
| YTD | +9.4% | +10.0% | -0.6% | +5.9% |
| 1Y | +14.7% | +9.1% | +5.6% | +10.3% |
| All | +14.7% | +9.6% | +5.1% | +10.3% |
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