+404.6%
DHI vs AON
+204.8%
+199.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.5% |
| 7D | -3.4% | -6.3% | +2.9% | -0.3% |
| 30D | -5.4% | -14.1% | +8.7% | +1.6% |
| 3M | -10.4% | -9.5% | -1.0% | -6.7% |
| 6M | -2.8% | -4.0% | +1.2% | -2.3% |
| YTD | -3.4% | -13.8% | +10.4% | +2.1% |
| 1Y | -22.9% | -18.3% | -4.6% | -16.2% |
| 3Y | +20.7% | -7.2% | +27.9% | +19.2% |
| 5Y | +62.1% | +7.3% | +54.8% | +44.4% |
| All | +404.6% | +204.8% | +199.8% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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