+127.8%
AAPL vs DHI
+61.2%
+66.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +3.8% | -3.4% | +7.2% | +4.8% |
| 30D | +9.9% | -5.4% | +15.4% | +11.5% |
| 3M | +12.5% | -10.4% | +22.9% | +15.5% |
| 6M | +27.6% | -2.8% | +30.4% | +27.3% |
| YTD | +22.6% | -3.4% | +26.0% | +21.9% |
| 1Y | +45.0% | -22.9% | +67.9% | +53.6% |
| 3Y | +87.8% | +20.7% | +67.1% | +61.7% |
| All | +127.8% | +61.2% | +66.6% | +64.4% |
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