+737.9%
DHI vs ARMK
+357.2%
+380.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.5% |
| 7D | -2.0% | +1.7% | -3.7% | -2.7% |
| 30D | -8.3% | +3.1% | -11.5% | -9.6% |
| 3M | -3.7% | +9.2% | -13.0% | -7.1% |
| 6M | -5.4% | +43.7% | -49.1% | -18.4% |
| YTD | -3.0% | +57.4% | -60.4% | -19.4% |
| 1Y | -23.8% | +51.9% | -75.7% | -35.9% |
| 3Y | +21.8% | +125.4% | -103.6% | -14.3% |
| 5Y | +59.6% | +149.1% | -89.5% | +6.6% |
| 10Y | +391.2% | +135.4% | +255.7% | +208.5% |
| All | +737.9% | +357.2% | +380.7% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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