+199.6%
ARM vs DHI
+31.0%
+168.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.8% |
| 7D | +9.1% | -4.1% | +13.2% | +10.4% |
| 30D | -19.9% | +9.3% | -29.2% | -23.0% |
| 3M | -31.6% | -2.6% | -29.1% | -31.8% |
| 6M | -13.9% | +4.1% | -18.0% | -16.4% |
| YTD | +74.3% | +2.3% | +72.0% | +68.8% |
| 1Y | +35.8% | +2.7% | +33.0% | +30.8% |
| 3Y | +268.6% | +23.2% | +245.4% | +174.6% |
| All | +199.6% | +31.0% | +168.6% | +108.7% |
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