+60.5%
DHI vs ALB
-46.7%
+107.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.9% |
| 7D | -6.1% | -7.6% | +1.5% | -4.8% |
| 30D | -10.1% | -5.6% | -4.5% | -9.3% |
| 3M | -7.3% | -16.8% | +9.5% | -4.7% |
| 6M | -6.1% | -26.3% | +20.2% | -2.2% |
| YTD | -5.0% | -13.2% | +8.2% | -5.1% |
| 1Y | -22.1% | +68.8% | -90.9% | -33.2% |
| 3Y | +19.2% | -30.7% | +49.9% | +18.1% |
| All | +60.5% | -46.7% | +107.1% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling