+404.6%
DHI vs ALB
+78.3%
+326.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.5% |
| 7D | -3.4% | -6.6% | +3.2% | -2.0% |
| 30D | -5.4% | -8.1% | +2.7% | -3.9% |
| 3M | -10.4% | -25.7% | +15.2% | -5.0% |
| 6M | -2.8% | -29.5% | +26.7% | +3.3% |
| YTD | -3.4% | -16.2% | +12.8% | -2.7% |
| 1Y | -22.9% | +59.2% | -82.2% | -34.8% |
| 3Y | +20.7% | -33.7% | +54.4% | +19.5% |
| 5Y | +62.1% | -48.1% | +110.2% | +63.0% |
| All | +404.6% | +78.3% | +326.3% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling