-5.4%
DHI vs APA
+36.8%
-42.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | +1.3% |
| 7D | -2.3% | +0.3% | -2.7% | -2.2% |
| 30D | -5.3% | +9.3% | -14.6% | -2.3% |
| 3M | -7.8% | +23.3% | -31.1% | -0.1% |
| 6M | -5.4% | +39.5% | -44.8% | +5.3% |
| All | -5.4% | +36.8% | -42.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 6mo: compounded portfolio wealth divided by compounded APA 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…
6mo analysis · Full analysis span regression · 6 months rolling