+404.6%
DHI vs ATI
+1,154.1%
-749.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.4% | -5.6% | +2.2% | -2.1% |
| 30D | -5.4% | -13.7% | +8.3% | -2.3% |
| 3M | -10.4% | -0.4% | -10.1% | -10.9% |
| 6M | -2.8% | +26.2% | -29.0% | -8.7% |
| YTD | -3.4% | +73.2% | -76.6% | -15.7% |
| 1Y | -22.9% | +161.6% | -184.5% | -39.1% |
| 3Y | +20.7% | +346.2% | -325.5% | -19.4% |
| 5Y | +62.1% | +1,047.6% | -985.5% | -16.6% |
| All | +404.6% | +1,154.1% | -749.5% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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