+62.2%
DHI vs ALLE
+11.9%
+50.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +2.3% |
| 7D | -2.3% | -2.2% | -0.2% | -0.9% |
| 30D | -5.3% | -8.3% | +3.1% | +0.8% |
| 3M | -7.8% | +16.3% | -24.0% | -17.7% |
| 6M | -5.4% | +1.8% | -7.2% | -7.4% |
| YTD | -2.7% | -3.9% | +1.3% | -1.5% |
| 1Y | -21.0% | -10.0% | -10.9% | -16.1% |
| 3Y | +22.2% | +45.8% | -23.6% | -10.5% |
| 5Y | +62.2% | +13.3% | +48.9% | +36.8% |
| All | +62.2% | +11.9% | +50.3% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling