+59.4%
DHI vs AR
+141.3%
-81.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.1% | -1.3% | -4.8% | -6.0% |
| 30D | -10.1% | +3.5% | -13.6% | -10.3% |
| 3M | -7.3% | +9.9% | -17.2% | -7.9% |
| 6M | -6.1% | +4.5% | -10.7% | -6.7% |
| YTD | -5.0% | +13.7% | -18.7% | -6.4% |
| 1Y | -22.1% | +19.2% | -41.3% | -23.7% |
| 3Y | +19.2% | +46.2% | -26.9% | +12.1% |
| 5Y | +59.4% | +145.9% | -86.5% | +40.9% |
| All | +59.4% | +141.3% | -81.9% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling