+278.9%
ADP vs DHI
+414.5%
-135.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | -2.8% | -3.4% | +0.7% | -1.9% |
| 30D | +0.2% | -5.4% | +5.7% | +1.6% |
| 3M | +20.5% | -10.4% | +30.9% | +23.4% |
| 6M | +28.8% | -2.8% | +31.5% | +28.3% |
| YTD | +6.6% | -3.4% | +10.0% | +5.8% |
| 1Y | -6.9% | -22.9% | +16.0% | -2.1% |
| 3Y | +16.1% | +20.7% | -4.6% | +2.5% |
| 5Y | +49.3% | +62.1% | -12.8% | +16.0% |
| All | +278.9% | +414.5% | -135.6% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling