+18.7%
DHI vs AR
+44.8%
-26.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.1% | -1.3% | -4.8% | -6.1% |
| 30D | -10.1% | +3.5% | -13.6% | -10.0% |
| 3M | -7.3% | +9.9% | -17.2% | -7.2% |
| 6M | -6.1% | +4.5% | -10.7% | -6.1% |
| YTD | -5.0% | +13.7% | -18.7% | -5.4% |
| 1Y | -22.1% | +19.2% | -41.3% | -22.7% |
| All | +18.7% | +44.8% | -26.1% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling