+63.2%
DHI vs ACM
+1.2%
+62.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | -3.4% | -4.6% | +1.2% | -1.4% |
| 30D | -5.4% | +4.1% | -9.5% | -7.3% |
| 3M | -10.4% | -8.3% | -2.1% | -7.6% |
| 6M | -2.8% | -30.1% | +27.3% | +13.1% |
| YTD | -3.4% | -32.6% | +29.2% | +12.9% |
| 1Y | -22.9% | -49.6% | +26.7% | +3.9% |
| 3Y | +20.7% | -23.0% | +43.7% | +23.7% |
| All | +63.2% | +1.2% | +62.0% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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