+18.7%
DHI vs ALLY
+64.5%
-45.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -6.1% | -3.3% | -2.9% | -5.0% |
| 30D | -10.1% | -4.1% | -6.0% | -8.8% |
| 3M | -7.3% | +1.4% | -8.7% | -7.8% |
| 6M | -6.1% | +14.4% | -20.5% | -10.2% |
| YTD | -5.0% | -4.9% | -0.1% | -3.8% |
| 1Y | -22.1% | +5.5% | -27.6% | -24.2% |
| All | +18.7% | +64.5% | -45.8% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling