+404.6%
DHI vs ALLE
+158.4%
+246.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.8% |
| 7D | -3.4% | -2.4% | -1.0% | -1.9% |
| 30D | -5.4% | -7.7% | +2.2% | -0.3% |
| 3M | -10.4% | +15.2% | -25.6% | -18.9% |
| 6M | -2.8% | +5.4% | -8.2% | -6.8% |
| YTD | -3.4% | -2.9% | -0.5% | -2.8% |
| 1Y | -22.9% | -12.8% | -10.1% | -16.7% |
| 3Y | +20.7% | +47.2% | -26.5% | -8.5% |
| 5Y | +62.1% | +13.5% | +48.7% | +42.6% |
| All | +404.6% | +158.4% | +246.2% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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