+15.0%
ADP vs DHI
+19.0%
-4.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.0% |
| 7D | -5.7% | -6.1% | +0.4% | -5.3% |
| 30D | -1.4% | -10.1% | +8.7% | -0.6% |
| 3M | +16.6% | -7.3% | +23.9% | +17.0% |
| 6M | +24.9% | -6.1% | +31.1% | +25.0% |
| YTD | +5.6% | -5.0% | +10.6% | +5.2% |
| 1Y | -6.0% | -22.1% | +16.1% | -4.8% |
| All | +15.0% | +19.0% | -4.0% | +7.5% |
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