+21.8%
ADM vs DHI
+21.1%
+0.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | +2.5% | -3.4% | +5.9% | +2.8% |
| 30D | +9.5% | -5.4% | +14.9% | +10.0% |
| 3M | +10.6% | -10.4% | +21.1% | +11.6% |
| 6M | +24.0% | -2.8% | +26.8% | +23.4% |
| YTD | +54.0% | -3.4% | +57.4% | +53.0% |
| 1Y | +45.3% | -22.9% | +68.2% | +48.5% |
| 3Y | +21.8% | +20.7% | +1.1% | +12.3% |
| All | +21.8% | +21.1% | +0.7% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling