+12,596.5%
DHI vs APD
+3,028.6%
+9,568.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | -2.3% | -4.6% | +2.3% | +0.2% |
| 30D | -5.3% | -4.2% | -1.1% | -3.0% |
| 3M | -7.8% | +5.0% | -12.7% | -10.9% |
| 6M | -5.4% | +8.9% | -14.3% | -10.8% |
| YTD | -2.7% | +21.9% | -24.6% | -14.2% |
| 1Y | -21.0% | +5.6% | -26.5% | -24.9% |
| 3Y | +22.2% | +6.9% | +15.3% | +10.9% |
| 5Y | +62.2% | +25.3% | +36.8% | +32.9% |
| 10Y | +414.3% | +169.1% | +245.2% | +162.1% |
| All | +12,596.5% | +3,028.6% | +9,568.0% | +2,661.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling