+63.2%
DHI vs APD
+22.2%
+41.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -3.4% | -3.3% | -0.1% | -2.0% |
| 30D | -5.4% | -4.2% | -1.3% | -3.8% |
| 3M | -10.4% | +5.4% | -15.9% | -12.9% |
| 6M | -2.8% | +6.3% | -9.0% | -6.1% |
| YTD | -3.4% | +20.3% | -23.7% | -12.2% |
| 1Y | -22.9% | +1.6% | -24.5% | -24.4% |
| 3Y | +20.7% | +4.0% | +16.7% | +15.5% |
| All | +63.2% | +22.2% | +41.0% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling