-20.9%
AA vs DHI
-7.3%
-13.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.4% | -4.3% |
| 7D | -5.4% | -6.1% | +0.7% | -4.3% |
| 30D | -10.7% | -10.1% | -0.6% | -8.9% |
| 3M | -26.2% | -7.3% | -18.9% | -24.8% |
| 6M | -20.9% | -6.1% | -14.8% | -18.1% |
| All | -20.9% | -7.3% | -13.6% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling