+311.3%
ARM vs DHI
+24.2%
+287.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +4.7% |
| 7D | +11.4% | -2.0% | +13.4% | +12.1% |
| 30D | -7.4% | -8.3% | +0.9% | -4.9% |
| 3M | -24.5% | -3.7% | -20.8% | -24.2% |
| 6M | +128.7% | -5.4% | +134.0% | +130.5% |
| YTD | +139.3% | -3.0% | +142.2% | +137.9% |
| 1Y | +88.0% | -23.8% | +111.8% | +102.1% |
| All | +311.3% | +24.2% | +287.1% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling