+39.4%
DHI vs AUR
-35.7%
+75.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -3.4% | +1.4% | -4.8% | -3.6% |
| 30D | -5.4% | -6.4% | +1.0% | -5.0% |
| 3M | -10.4% | +7.7% | -18.1% | -11.6% |
| 6M | -2.8% | +44.5% | -47.3% | -7.6% |
| YTD | -3.4% | +67.4% | -70.9% | -10.0% |
| 1Y | -22.9% | +15.4% | -38.3% | -25.6% |
| 3Y | +20.7% | +94.8% | -74.2% | -1.3% |
| 5Y | +62.1% | -35.1% | +97.3% | +27.8% |
| All | +39.4% | -35.7% | +75.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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