+113.7%
DHI vs AFRM
-20.7%
+134.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -2.0% | +3.1% | -5.1% | -2.4% |
| 30D | -8.3% | -4.2% | -4.1% | -7.9% |
| 3M | -3.7% | +10.1% | -13.8% | -4.9% |
| 6M | -5.4% | +39.4% | -44.8% | -9.5% |
| YTD | -3.0% | -3.2% | +0.2% | -3.7% |
| 1Y | -23.8% | -16.1% | -7.8% | -23.7% |
| 3Y | +21.8% | +220.8% | -199.0% | -4.1% |
| 5Y | +59.6% | -17.7% | +77.3% | +25.4% |
| All | +113.7% | -20.7% | +134.4% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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