+975.6%
DHI vs AWK
+946.8%
+28.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.6% |
| 7D | -3.4% | -2.1% | -1.3% | -2.3% |
| 30D | -5.4% | +2.1% | -7.5% | -6.5% |
| 3M | -10.4% | +11.4% | -21.8% | -15.8% |
| 6M | -2.8% | +3.9% | -6.7% | -5.4% |
| YTD | -3.4% | +7.7% | -11.1% | -8.2% |
| 1Y | -22.9% | +1.3% | -24.2% | -24.4% |
| 3Y | +20.7% | +7.2% | +13.5% | +12.2% |
| 5Y | +62.1% | -17.0% | +79.1% | +72.7% |
| 10Y | +410.4% | +131.6% | +278.8% | +184.8% |
| All | +975.6% | +946.8% | +28.9% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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