+1.5%
DHI vs ADVB
-35.2%
+36.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +42.7% | -44.4% | -0.3% |
| 7D | -8.0% | +74.2% | -82.3% | -6.1% |
| 30D | +7.0% | -35.9% | +42.9% | +6.8% |
| 3M | -0.6% | -56.4% | +55.8% | -1.5% |
| 6M | +1.5% | -36.7% | +38.2% | +4.1% |
| All | +1.5% | -35.2% | +36.7% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling