+404.6%
DHI vs ALLY
+189.7%
+214.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -3.4% | -3.8% | +0.4% | -1.9% |
| 30D | -5.4% | -4.9% | -0.5% | -3.6% |
| 3M | -10.4% | -2.6% | -7.9% | -9.6% |
| 6M | -2.8% | +15.7% | -18.5% | -8.3% |
| YTD | -3.4% | -5.2% | +1.7% | -2.0% |
| 1Y | -22.9% | +2.8% | -25.7% | -24.5% |
| 3Y | +20.7% | +63.4% | -42.7% | -5.4% |
| 5Y | +62.1% | -2.6% | +64.7% | +50.6% |
| All | +404.6% | +189.7% | +214.9% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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