+404.6%
DHI vs AR
+41.9%
+362.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.9% |
| 7D | -3.4% | -2.5% | -0.9% | -3.2% |
| 30D | -5.4% | +2.5% | -8.0% | -5.7% |
| 3M | -10.4% | +12.3% | -22.7% | -11.5% |
| 6M | -2.8% | -3.1% | +0.4% | -2.9% |
| YTD | -3.4% | +11.5% | -14.9% | -5.0% |
| 1Y | -22.9% | +17.0% | -39.9% | -24.7% |
| 3Y | +20.7% | +47.3% | -26.6% | +13.3% |
| 5Y | +62.1% | +141.2% | -79.1% | +41.6% |
| All | +404.6% | +41.9% | +362.7% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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