+404.6%
DHI vs AU
+699.0%
-294.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -3.4% | -4.3% | +0.9% | -2.9% |
| 30D | -5.4% | +7.3% | -12.7% | -6.3% |
| 3M | -10.4% | +26.3% | -36.8% | -13.0% |
| 6M | -2.8% | +1.8% | -4.5% | -3.8% |
| YTD | -3.4% | +26.8% | -30.2% | -7.0% |
| 1Y | -22.9% | +66.7% | -89.6% | -28.3% |
| 3Y | +20.7% | +579.1% | -558.4% | -6.9% |
| 5Y | +62.1% | +689.3% | -627.2% | +20.1% |
| All | +404.6% | +699.0% | -294.4% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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