-2.9%
ADSK vs DHI
+21.1%
-24.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | -2.5% | -3.4% | +0.9% | -2.0% |
| 30D | -14.9% | -5.4% | -9.4% | -14.2% |
| 3M | +3.3% | -10.4% | +13.8% | +4.9% |
| 6M | -15.7% | -2.8% | -12.9% | -15.9% |
| YTD | -28.2% | -3.4% | -24.8% | -28.7% |
| 1Y | -34.5% | -22.9% | -11.6% | -32.0% |
| 3Y | -2.9% | +20.7% | -23.6% | -13.5% |
| All | -2.9% | +21.1% | -24.0% | -13.5% |
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