+13,246.8%
DHI vs ALK
+700.7%
+12,546.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.3% |
| 7D | -4.1% | -1.2% | -2.9% | -3.8% |
| 30D | +9.3% | +7.7% | +1.6% | +6.3% |
| 3M | -2.6% | -19.0% | +16.4% | +4.9% |
| 6M | +4.1% | -0.2% | +4.3% | +3.2% |
| YTD | +2.3% | -23.5% | +25.8% | +9.7% |
| 1Y | +2.7% | -9.1% | +11.9% | +3.1% |
| 3Y | +23.2% | +12.0% | +11.2% | +5.6% |
| 5Y | +57.3% | -30.9% | +88.2% | +57.9% |
| 10Y | +497.8% | -45.6% | +543.3% | +468.2% |
| All | +13,246.8% | +700.7% | +12,546.1% | +3,624.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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