+404.6%
DHI vs AME
+445.1%
-40.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.5% | -0.5% |
| 7D | -3.4% | +1.7% | -5.2% | -4.6% |
| 30D | -5.4% | -6.4% | +1.0% | -1.2% |
| 3M | -10.4% | +7.1% | -17.5% | -14.9% |
| 6M | -2.8% | +8.2% | -10.9% | -8.3% |
| YTD | -3.4% | +18.2% | -21.6% | -14.5% |
| 1Y | -22.9% | +26.7% | -49.7% | -35.2% |
| 3Y | +20.7% | +60.7% | -40.0% | -16.8% |
| 5Y | +62.1% | +91.6% | -29.4% | -1.9% |
| All | +404.6% | +445.1% | -40.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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