+39.2%
XLK vs DHI
-21.2%
+60.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +0.2% | -3.4% | +3.6% | +0.5% |
| 30D | -0.6% | -5.4% | +4.8% | -0.3% |
| 3M | +2.6% | -10.4% | +13.0% | +3.3% |
| 6M | +34.0% | -2.8% | +36.7% | +33.1% |
| YTD | +30.7% | -3.4% | +34.1% | +29.6% |
| 1Y | +39.2% | -22.9% | +62.1% | +37.4% |
| All | +39.2% | -21.2% | +60.4% | +37.4% |
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