+62.2%
DHI vs ABCL
-39.4%
+101.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.7% |
| 7D | -2.3% | -2.7% | +0.4% | -2.0% |
| 30D | -5.3% | +18.3% | -23.6% | -7.5% |
| 3M | -7.8% | +108.5% | -116.3% | -17.7% |
| 6M | -5.4% | +213.9% | -219.3% | -20.9% |
| YTD | -2.7% | +223.1% | -225.8% | -19.8% |
| 1Y | -21.0% | +160.6% | -181.6% | -33.7% |
| 3Y | +22.2% | +104.3% | -82.1% | +0.7% |
| 5Y | +62.2% | -40.0% | +102.2% | +41.4% |
| All | +62.2% | -39.4% | +101.6% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling