+2.7%
DHI vs ALLE
+15.3%
-12.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | -4.1% | +3.6% | -7.6% | -6.2% |
| 30D | +9.3% | +25.9% | -16.6% | -4.9% |
| 3M | -2.6% | +15.8% | -18.3% | -11.0% |
| 6M | +4.1% | +48.1% | -44.0% | -18.2% |
| YTD | +2.3% | +22.0% | -19.7% | -16.4% |
| 1Y | +2.7% | +18.0% | -15.3% | -12.9% |
| All | +2.7% | +15.3% | -12.6% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling