+315.5%
ARM vs DHI
+24.6%
+290.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +12.5% | -2.3% | +14.8% | +13.3% |
| 30D | -1.4% | -5.3% | +3.9% | +0.2% |
| 3M | -18.7% | -7.8% | -10.9% | -17.0% |
| 6M | +124.6% | -5.4% | +130.0% | +126.4% |
| YTD | +141.7% | -2.7% | +144.4% | +140.1% |
| 1Y | +87.7% | -21.0% | +108.6% | +99.1% |
| All | +315.5% | +24.6% | +290.9% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling