+512.9%
XYZ vs DHI
+391.3%
+121.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -1.5% |
| 7D | +2.9% | -2.0% | +4.9% | +4.1% |
| 30D | +1.4% | -8.3% | +9.7% | +6.6% |
| 3M | +14.6% | -3.7% | +18.3% | +16.5% |
| 6M | +20.8% | -5.4% | +26.1% | +23.3% |
| YTD | +23.1% | -3.0% | +26.1% | +22.0% |
| 1Y | +5.6% | -23.8% | +29.5% | +20.0% |
| 3Y | +50.9% | +21.8% | +29.1% | +16.7% |
| 5Y | -68.6% | +59.6% | -128.2% | -79.8% |
| 10Y | +580.0% | +391.2% | +188.8% | +117.4% |
| All | +512.9% | +391.3% | +121.5% | +80.9% |
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