+167.6%
AMAT vs DHI
+62.5%
+105.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.5% | +6.6% |
| 7D | +7.0% | -6.1% | +13.0% | +9.3% |
| 30D | -20.6% | +9.8% | -30.4% | -24.4% |
| 3M | -24.8% | -2.2% | -22.6% | -25.3% |
| 6M | -10.7% | +2.0% | -12.8% | -13.4% |
| YTD | +54.3% | +3.3% | +51.0% | +47.7% |
| 1Y | +73.7% | +1.5% | +72.2% | +67.1% |
| 3Y | +168.4% | +24.0% | +144.4% | +112.1% |
| 5Y | +167.6% | +61.2% | +106.3% | +78.6% |
| All | +167.6% | +62.5% | +105.1% | +78.6% |
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 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