+195.5%
AMGN vs DHI
+414.5%
-219.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.6% |
| 7D | -13.7% | -3.4% | -10.3% | -13.1% |
| 30D | -8.8% | -5.4% | -3.4% | -7.9% |
| 3M | +7.2% | -10.4% | +17.6% | +9.2% |
| 6M | +1.3% | -2.8% | +4.0% | +1.5% |
| YTD | +17.6% | -3.4% | +21.1% | +17.7% |
| 1Y | +37.2% | -22.9% | +60.1% | +42.5% |
| 3Y | +57.7% | +20.7% | +37.1% | +49.4% |
| 5Y | +106.3% | +62.1% | +44.1% | +82.3% |
| All | +195.5% | +414.5% | -219.0% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling