+631.5%
XLU vs DHI
+3,290.8%
-2,659.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -1.6% | -3.4% | +1.8% | -1.1% |
| 30D | -3.3% | -5.4% | +2.1% | -2.6% |
| 3M | -3.2% | -10.4% | +7.3% | -1.8% |
| 6M | -7.0% | -2.8% | -4.2% | -7.0% |
| YTD | +0.6% | -3.4% | +4.0% | +0.6% |
| 1Y | +2.4% | -22.9% | +25.3% | +5.5% |
| 3Y | +46.3% | +20.7% | +25.6% | +38.8% |
| 5Y | +44.0% | +62.1% | -18.2% | +28.9% |
| 10Y | +140.1% | +410.4% | -270.4% | +77.2% |
| All | +631.5% | +3,290.8% | -2,659.4% | +231.8% |
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