+229.9%
AA vs DHI
+12,289.5%
-12,059.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.4% | -4.1% |
| 7D | -5.4% | -6.1% | +0.7% | -3.7% |
| 30D | -10.7% | -10.1% | -0.6% | -8.1% |
| 3M | -26.2% | -7.3% | -18.9% | -24.8% |
| 6M | -20.9% | -6.1% | -14.8% | -20.2% |
| YTD | -8.6% | -5.0% | -3.6% | -8.4% |
| 1Y | +57.4% | -22.1% | +79.5% | +65.8% |
| 3Y | +77.8% | +19.2% | +58.6% | +63.6% |
| 5Y | +2.7% | +59.4% | -56.7% | -14.3% |
| 10Y | +121.2% | +401.8% | -280.6% | +33.4% |
| All | +229.9% | +12,289.5% | -12,059.6% | +17.6% |
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 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