+246.9%
DHI vs ALC
+20.4%
+226.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | -2.3% | -5.3% | +2.9% | +0.5% |
| 30D | -5.3% | -7.1% | +1.8% | -1.5% |
| 3M | -7.8% | +0.8% | -8.5% | -8.2% |
| 6M | -5.4% | -16.0% | +10.6% | +2.9% |
| YTD | -2.7% | -12.7% | +10.1% | +3.3% |
| 1Y | -21.0% | -12.8% | -8.1% | -16.0% |
| 3Y | +22.2% | -15.8% | +38.0% | +29.2% |
| 5Y | +62.2% | -16.7% | +78.8% | +68.7% |
| All | +246.9% | +20.4% | +226.5% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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