+64.9%
ARM vs DHI
-23.3%
+88.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -3.2% |
| 7D | +4.8% | -6.1% | +10.9% | +6.4% |
| 30D | -5.5% | -10.1% | +4.6% | -3.1% |
| 3M | -17.3% | -7.3% | -10.0% | -16.2% |
| 6M | +110.9% | -6.1% | +117.0% | +109.0% |
| YTD | +132.5% | -5.0% | +137.6% | +131.1% |
| 1Y | +64.9% | -22.1% | +87.0% | +63.0% |
| All | +64.9% | -23.3% | +88.2% | +63.0% |
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 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