+47.2%
XYZ vs DHI
+22.0%
+25.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -3.7% | -2.3% | -1.4% | -2.9% |
| 30D | +0.5% | -5.3% | +5.8% | +2.4% |
| 3M | +16.3% | -7.8% | +24.0% | +19.4% |
| 6M | +21.1% | -5.4% | +26.5% | +22.8% |
| YTD | +22.0% | -2.7% | +24.7% | +21.6% |
| 1Y | +5.2% | -21.0% | +26.1% | +12.0% |
| All | +47.2% | +22.0% | +25.2% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling