+569.3%
XLP vs DHI
+3,491.4%
-2,922.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.3% |
| 7D | +2.5% | -4.1% | +6.6% | +3.1% |
| 30D | +7.3% | +9.3% | -2.0% | +6.0% |
| 3M | +8.1% | -2.6% | +10.6% | +8.3% |
| 6M | +10.5% | +4.1% | +6.4% | +9.5% |
| YTD | +21.2% | +2.3% | +18.9% | +20.1% |
| 1Y | +22.7% | +2.7% | +20.0% | +21.5% |
| 3Y | +44.8% | +23.2% | +21.6% | +38.0% |
| 5Y | +44.7% | +57.3% | -12.6% | +31.8% |
| 10Y | +139.1% | +497.8% | -358.7% | +79.7% |
| All | +569.3% | +3,491.4% | -2,922.1% | +236.2% |
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