+889.2%
XLV vs DHI
+3,290.8%
-2,401.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -3.6% | -3.4% | -0.1% | -3.0% |
| 30D | -1.8% | -5.4% | +3.6% | -1.0% |
| 3M | +7.8% | -10.4% | +18.2% | +9.5% |
| 6M | +9.1% | -2.8% | +11.9% | +9.1% |
| YTD | +7.7% | -3.4% | +11.1% | +7.6% |
| 1Y | +20.4% | -22.9% | +43.3% | +24.5% |
| 3Y | +30.8% | +20.7% | +10.1% | +23.5% |
| 5Y | +34.6% | +62.1% | -27.5% | +19.3% |
| 10Y | +173.4% | +410.4% | -237.1% | +94.8% |
| All | +889.2% | +3,290.8% | -2,401.6% | +303.3% |
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 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