+109.1%
DHI vs ABCL
-82.1%
+191.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.3% |
| 7D | -3.4% | -4.7% | +1.3% | -2.9% |
| 30D | -5.4% | +5.2% | -10.6% | -6.2% |
| 3M | -10.4% | +106.6% | -117.1% | -18.5% |
| 6M | -2.8% | +198.4% | -201.1% | -15.7% |
| YTD | -3.4% | +218.4% | -221.8% | -17.5% |
| 1Y | -22.9% | +136.2% | -159.1% | -32.5% |
| 3Y | +20.7% | +103.2% | -82.5% | +2.5% |
| 5Y | +62.1% | -42.7% | +104.8% | +45.6% |
| All | +109.1% | -82.1% | +191.3% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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