+414.6%
XLF vs DHI
+3,290.8%
-2,876.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -1.5% | -3.4% | +1.9% | -0.3% |
| 30D | -1.2% | -5.4% | +4.3% | +0.6% |
| 3M | +9.2% | -10.4% | +19.6% | +12.6% |
| 6M | +16.3% | -2.8% | +19.1% | +16.1% |
| YTD | +5.4% | -3.4% | +8.8% | +4.9% |
| 1Y | +7.6% | -22.9% | +30.5% | +14.9% |
| 3Y | +74.2% | +20.7% | +53.5% | +52.4% |
| 5Y | +66.1% | +62.1% | +4.0% | +26.6% |
| 10Y | +252.8% | +410.4% | -157.7% | +65.2% |
| All | +414.6% | +3,290.8% | -2,876.2% | -11.6% |
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