-68.1%
XYZ vs DHI
+56.7%
-124.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +1.1% |
| 7D | -5.2% | -6.1% | +1.0% | -1.4% |
| 30D | 0.0% | -10.1% | +10.1% | +6.7% |
| 3M | +18.7% | -7.3% | +26.0% | +23.7% |
| 6M | +20.5% | -6.1% | +26.7% | +23.6% |
| YTD | +21.5% | -5.0% | +26.5% | +21.6% |
| 1Y | +7.2% | -22.1% | +29.3% | +21.0% |
| 3Y | +49.0% | +19.2% | +29.7% | +2.7% |
| 5Y | -68.1% | +59.4% | -127.5% | -85.2% |
| All | -68.1% | +56.7% | -124.8% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling