-22.1%
DHI vs ADVB
+2.9%
-25.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -2.4% |
| 7D | -6.1% | -5.9% | -0.3% | -6.2% |
| 30D | -10.1% | +13.9% | -24.0% | -9.9% |
| 3M | -7.3% | +127.3% | -134.6% | -5.7% |
| 6M | -6.1% | +77.0% | -83.1% | -4.0% |
| YTD | -5.0% | +51.5% | -56.6% | -2.2% |
| 1Y | -22.1% | -11.3% | -10.8% | -19.3% |
| All | -22.1% | +2.9% | -25.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling