-5.3%
DHI vs AS
+104.6%
-109.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.2% |
| 7D | -6.1% | -3.9% | -2.3% | -5.5% |
| 30D | -10.1% | -19.0% | +8.9% | -6.9% |
| 3M | -7.3% | -18.8% | +11.5% | -4.1% |
| 6M | -6.1% | -21.0% | +14.9% | -2.6% |
| YTD | -5.0% | -26.6% | +21.6% | -0.9% |
| 1Y | -22.1% | -25.3% | +3.2% | -19.0% |
| All | -5.3% | +104.6% | -109.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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