+591.8%
DHI vs ALLY
+117.4%
+474.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -1.7% |
| 7D | -2.0% | +1.0% | -3.1% | -2.4% |
| 30D | -8.3% | -3.3% | -5.0% | -7.2% |
| 3M | -3.7% | +0.5% | -4.2% | -3.9% |
| 6M | -5.4% | +12.6% | -18.0% | -9.7% |
| YTD | -3.0% | -4.7% | +1.7% | -1.7% |
| 1Y | -23.8% | +5.2% | -29.1% | -26.1% |
| 3Y | +21.8% | +66.5% | -44.7% | -5.0% |
| 5Y | +59.6% | +0.2% | +59.4% | +46.5% |
| 10Y | +391.2% | +180.8% | +210.4% | +165.3% |
| All | +591.8% | +117.4% | +474.4% | +282.8% |
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