+23.2%
DHI vs ALLE
+94.0%
-70.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | -4.1% | +3.6% | -7.6% | -6.4% |
| 30D | +9.3% | +25.9% | -16.6% | -6.6% |
| 3M | -2.6% | +15.8% | -18.3% | -11.9% |
| 6M | +4.1% | +48.1% | -44.0% | -20.9% |
| YTD | +2.3% | +22.0% | -19.7% | -12.4% |
| 1Y | +2.7% | +18.0% | -15.3% | -9.9% |
| 3Y | +23.2% | +93.1% | -69.9% | -24.9% |
| All | +23.2% | +94.0% | -70.8% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling