+404.6%
DHI vs ALM
+2,589.2%
-2,184.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +1.9% |
| 7D | -3.4% | -11.8% | +8.4% | -3.0% |
| 30D | -5.4% | +7.8% | -13.2% | -5.8% |
| 3M | -10.4% | -9.3% | -1.2% | -10.5% |
| 6M | -2.8% | -30.5% | +27.7% | -2.3% |
| YTD | -3.4% | +75.8% | -79.2% | -6.3% |
| 1Y | -22.9% | +241.2% | -264.1% | -27.4% |
| 3Y | +20.7% | +1,872.6% | -1,851.9% | +2.4% |
| 5Y | +62.1% | +849.6% | -787.4% | +40.4% |
| All | +404.6% | +2,589.2% | -2,184.7% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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