+3,224.3%
ABT vs DHI
+12,289.5%
-9,065.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | -5.0% | -6.1% | +1.1% | -4.3% |
| 30D | -5.8% | -10.1% | +4.3% | -4.6% |
| 3M | +16.7% | -7.3% | +24.1% | +17.6% |
| 6M | -5.2% | -6.1% | +0.9% | -4.8% |
| YTD | -16.0% | -5.0% | -10.9% | -15.8% |
| 1Y | -18.3% | -22.1% | +3.9% | -16.3% |
| 3Y | +9.2% | +19.2% | -10.0% | +4.9% |
| 5Y | -11.6% | +59.4% | -71.0% | -18.6% |
| 10Y | +204.2% | +401.8% | -197.6% | +142.2% |
| All | +3,224.3% | +12,289.5% | -9,065.2% | +1,750.3% |
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