+5,094.0%
ADSK vs DHI
+12,501.5%
-7,407.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | -2.5% | -3.4% | +0.9% | -1.7% |
| 30D | -14.9% | -5.4% | -9.4% | -13.7% |
| 3M | +3.3% | -10.4% | +13.8% | +6.0% |
| 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% | -31.2% |
| 3Y | -2.9% | +20.7% | -23.6% | -11.8% |
| 5Y | -25.3% | +62.1% | -87.5% | -37.4% |
| 10Y | +217.8% | +410.4% | -192.7% | +93.2% |
| All | +5,094.0% | +12,501.5% | -7,407.5% | +1,485.5% |
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 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