+61.4%
AMAT vs DHI
+9.6%
+51.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.1% | -11.4% | -4.3% |
| 7D | -11.2% | +9.8% | -21.0% | -12.5% |
| 30D | -31.9% | +17.8% | -49.7% | -34.2% |
| 3M | -32.3% | +4.7% | -37.1% | -32.6% |
| 6M | -5.4% | +10.0% | -15.4% | -7.5% |
| YTD | +44.3% | +10.0% | +34.3% | +38.6% |
| 1Y | +61.4% | +9.1% | +52.2% | +55.3% |
| All | +61.4% | +9.6% | +51.7% | +55.3% |
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