+48.5%
AMZN vs DHI
+61.2%
-12.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | -0.7% | -3.4% | +2.7% | +0.4% |
| 30D | -3.9% | -5.4% | +1.5% | -2.2% |
| 3M | +6.3% | -10.4% | +16.8% | +9.6% |
| 6M | +20.8% | -2.8% | +23.5% | +20.5% |
| YTD | +11.2% | -3.4% | +14.7% | +10.5% |
| 1Y | +11.7% | -22.9% | +34.6% | +19.3% |
| 3Y | +79.4% | +20.7% | +58.8% | +44.2% |
| All | +48.5% | +61.2% | -12.7% | -8.8% |
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