+703.0%
DHI vs ACM
+228.1%
+474.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.5% |
| 7D | -2.0% | -0.3% | -1.8% | -1.9% |
| 30D | -8.3% | -12.9% | +4.6% | -1.9% |
| 3M | -3.7% | -6.4% | +2.6% | -1.1% |
| 6M | -5.4% | -29.2% | +23.8% | +12.4% |
| YTD | -3.0% | -29.9% | +27.0% | +14.5% |
| 1Y | -23.8% | -47.3% | +23.4% | +4.2% |
| 3Y | +21.8% | -19.6% | +41.4% | +29.0% |
| 5Y | +59.6% | +5.5% | +54.1% | +42.5% |
| 10Y | +391.2% | +129.7% | +261.5% | +152.1% |
| All | +703.0% | +228.1% | +474.9% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling