+629.6%
DHI vs ALLY
+98.8%
+530.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.4% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | +9.3% | +5.2% | +4.0% | +7.3% |
| 3M | -2.6% | -13.3% | +10.7% | +3.1% |
| 6M | +4.1% | -6.7% | +10.7% | +7.0% |
| YTD | +2.3% | -12.8% | +15.1% | +7.5% |
| 1Y | +2.7% | +0.7% | +2.1% | +2.0% |
| 3Y | +23.2% | +65.2% | -42.0% | -3.3% |
| 5Y | +57.3% | -10.1% | +67.5% | +51.5% |
| 10Y | +497.8% | +177.0% | +320.8% | +225.6% |
| All | +629.6% | +98.8% | +530.8% | +318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling