+599.1%
XYZ vs DHI
+414.5%
+184.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.8% |
| 7D | -4.3% | -3.4% | -0.9% | -2.3% |
| 30D | +1.2% | -5.4% | +6.6% | +4.5% |
| 3M | +14.6% | -10.4% | +25.1% | +21.8% |
| 6M | +22.6% | -2.8% | +25.3% | +23.1% |
| YTD | +21.7% | -3.4% | +25.1% | +20.9% |
| 1Y | +6.7% | -22.9% | +29.6% | +20.4% |
| 3Y | +46.8% | +20.7% | +26.2% | +13.7% |
| 5Y | -68.0% | +62.1% | -130.2% | -79.9% |
| All | +599.1% | +414.5% | +184.6% | +140.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling