+1,106.7%
XLY vs DHI
+3,290.8%
-2,184.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | -1.7% | -3.4% | +1.7% | -0.8% |
| 30D | -4.2% | -5.4% | +1.3% | -2.7% |
| 3M | -2.7% | -10.4% | +7.8% | +0.1% |
| 6M | -0.6% | -2.8% | +2.1% | -0.4% |
| YTD | -5.0% | -3.4% | -1.6% | -5.0% |
| 1Y | -4.1% | -22.9% | +18.8% | +1.8% |
| 3Y | +33.6% | +20.7% | +12.9% | +21.5% |
| 5Y | +28.7% | +62.1% | -33.4% | +6.3% |
| 10Y | +219.6% | +410.4% | -190.8% | +83.4% |
| All | +1,106.7% | +3,290.8% | -2,184.1% | +191.3% |
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