+19.3%
ARM vs DHI
+9.6%
+9.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.1% | -13.4% | -6.6% |
| 7D | -18.7% | +9.8% | -28.5% | -20.3% |
| 30D | -36.7% | +17.8% | -54.5% | -39.4% |
| 3M | -31.6% | +4.7% | -36.4% | -32.3% |
| 6M | -5.6% | +10.0% | -15.7% | -8.8% |
| YTD | +75.5% | +10.0% | +65.5% | +66.6% |
| 1Y | +19.3% | +9.1% | +10.2% | +12.9% |
| All | +19.3% | +9.6% | +9.7% | +12.9% |
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