+369.5%
ALAB vs DHI
-9.3%
+378.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +2.2% |
| 7D | -6.2% | -3.4% | -2.8% | -5.8% |
| 30D | -8.7% | -5.4% | -3.2% | -8.2% |
| 3M | -20.7% | -10.4% | -10.3% | -19.9% |
| 6M | +133.5% | -2.8% | +136.3% | +133.2% |
| YTD | +75.1% | -3.4% | +78.5% | +74.2% |
| 1Y | +25.0% | -22.9% | +47.9% | +27.3% |
| All | +369.5% | -9.3% | +378.7% | +327.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling