-10.6%
ADSK vs DHI
+9.9%
-20.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | +11.3% | +7.6% | +3.8% | +10.3% |
| 30D | +16.4% | +15.3% | +1.1% | +14.6% |
| 3M | +12.1% | +4.4% | +7.7% | +10.6% |
| 6M | +7.9% | +8.3% | -0.4% | +6.6% |
| YTD | -9.1% | +10.4% | -19.5% | -10.7% |
| 1Y | -10.6% | +9.8% | -20.4% | -12.4% |
| All | -10.6% | +9.9% | -20.5% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling