+116.5%
DHI vs ABCL
-81.3%
+197.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -3.1% | +0.7% | -3.9% | -3.2% |
| 30D | -5.5% | +93.1% | -98.5% | -12.8% |
| 3M | -2.2% | +79.4% | -81.6% | -9.6% |
| 6M | -6.0% | +214.9% | -220.8% | -18.9% |
| YTD | 0.0% | +234.2% | -234.2% | -15.0% |
| 1Y | -18.2% | +174.8% | -193.0% | -29.6% |
| 3Y | +22.5% | +104.5% | -81.9% | +4.1% |
| 5Y | +58.4% | -39.0% | +97.4% | +41.5% |
| All | +116.5% | -81.3% | +197.8% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling