+555.9%
DHI vs ALM
+8,394.4%
-7,838.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.8% | -11.8% | -3.0% |
| 7D | -2.0% | +8.4% | -10.5% | -2.1% |
| 30D | -8.3% | +34.8% | -43.2% | -8.4% |
| 3M | -3.7% | +16.2% | -20.0% | -3.8% |
| 6M | -5.4% | +2.1% | -7.5% | -5.4% |
| YTD | -3.0% | +117.0% | -120.0% | -3.2% |
| 1Y | -23.8% | +313.9% | -337.7% | -24.1% |
| 3Y | +21.8% | +2,327.9% | -2,306.1% | +20.7% |
| 5Y | +59.6% | +1,040.6% | -981.0% | +58.4% |
| 10Y | +391.2% | +3,219.4% | -2,828.3% | +386.7% |
| All | +555.9% | +8,394.4% | -7,838.5% | +546.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling