+770.0%
DHI vs AR
-27.8%
+797.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.1% | -2.9% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | -8.3% | +12.6% | -20.9% | -9.3% |
| 3M | -3.7% | +10.0% | -13.7% | -4.7% |
| 6M | -5.4% | +0.6% | -6.0% | -5.9% |
| YTD | -3.0% | +13.4% | -16.4% | -4.7% |
| 1Y | -23.8% | +21.7% | -45.6% | -25.9% |
| 3Y | +21.8% | +45.8% | -24.0% | +14.5% |
| 5Y | +59.6% | +144.3% | -84.6% | +39.3% |
| 10Y | +391.2% | +41.8% | +349.4% | +294.7% |
| All | +770.0% | -27.8% | +797.8% | +682.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling