+391.7%
APP vs DHI
+60.6%
+331.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +2.7% |
| 7D | +0.9% | -3.1% | +4.0% | +2.2% |
| 30D | -23.3% | -5.5% | -17.8% | -21.4% |
| 3M | -42.6% | -2.2% | -40.4% | -42.5% |
| 6M | -33.6% | -6.0% | -27.7% | -32.8% |
| YTD | -52.4% | 0.0% | -52.4% | -53.7% |
| 1Y | -35.9% | -18.2% | -17.6% | -32.2% |
| 3Y | +642.2% | +22.5% | +619.7% | +443.9% |
| 5Y | +311.1% | +58.4% | +252.7% | +115.5% |
| All | +391.7% | +60.6% | +331.0% | +159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling