+3.2%
AA vs DHI
+61.2%
-58.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.7% |
| 7D | -3.4% | -3.4% | 0.0% | -2.3% |
| 30D | -5.8% | -5.4% | -0.3% | -4.1% |
| 3M | -29.9% | -10.4% | -19.5% | -27.5% |
| 6M | -27.0% | -2.8% | -24.2% | -27.1% |
| YTD | -8.7% | -3.4% | -5.3% | -9.2% |
| 1Y | +50.6% | -22.9% | +73.5% | +62.2% |
| 3Y | +74.1% | +20.7% | +53.4% | +49.8% |
| All | +3.2% | +61.2% | -58.0% | -28.6% |
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