+724.4%
DHI vs ALLE
+258.4%
+466.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.5% |
| 7D | -2.0% | +2.8% | -4.8% | -3.8% |
| 30D | -8.3% | -7.6% | -0.7% | -3.4% |
| 3M | -3.7% | +22.8% | -26.5% | -16.2% |
| 6M | -5.4% | +4.6% | -10.0% | -8.7% |
| YTD | -3.0% | -1.2% | -1.8% | -3.4% |
| 1Y | -23.8% | -9.1% | -14.7% | -19.9% |
| 3Y | +21.8% | +50.0% | -28.2% | -8.4% |
| 5Y | +59.6% | +15.2% | +44.4% | +39.7% |
| 10Y | +391.2% | +151.1% | +240.1% | +160.3% |
| All | +724.4% | +258.4% | +466.0% | +253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling