+5,555.6%
ADP vs DHI
+12,556.3%
-7,000.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -3.0% |
| 7D | -5.5% | -2.0% | -3.4% | -5.2% |
| 30D | -1.2% | -8.3% | +7.1% | +0.1% |
| 3M | +17.9% | -3.7% | +21.6% | +18.2% |
| 6M | +20.3% | -5.4% | +25.7% | +20.7% |
| YTD | +5.8% | -3.0% | +8.8% | +5.4% |
| 1Y | -7.7% | -23.8% | +16.1% | -4.5% |
| 3Y | +14.7% | +21.8% | -7.1% | +7.5% |
| 5Y | +45.8% | +59.6% | -13.8% | +29.0% |
| 10Y | +270.5% | +391.2% | -120.7% | +167.8% |
| All | +5,555.6% | +12,556.3% | -7,000.7% | +2,416.3% |
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