+215.4%
ADSK vs DHI
+414.5%
-199.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | -2.5% | -3.4% | +0.9% | -1.3% |
| 30D | -14.9% | -5.4% | -9.4% | -13.3% |
| 3M | +3.3% | -10.4% | +13.8% | +7.1% |
| 6M | -15.7% | -2.8% | -12.9% | -16.2% |
| YTD | -28.2% | -3.4% | -24.8% | -29.1% |
| 1Y | -34.5% | -22.9% | -11.6% | -29.7% |
| 3Y | -2.9% | +20.7% | -23.6% | -18.3% |
| 5Y | -25.3% | +62.1% | -87.5% | -46.2% |
| All | +215.4% | +414.5% | -199.1% | +30.6% |
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