+63.2%
DHI vs AZO
+85.8%
-22.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -3.4% | -3.6% | +0.2% | -2.0% |
| 30D | -5.4% | -5.6% | +0.1% | -3.3% |
| 3M | -10.4% | -6.6% | -3.8% | -8.3% |
| 6M | -2.8% | -22.5% | +19.7% | +7.0% |
| YTD | -3.4% | -15.2% | +11.8% | +2.1% |
| 1Y | -22.9% | -33.9% | +11.0% | -9.9% |
| 3Y | +20.7% | +11.8% | +8.9% | +11.5% |
| All | +63.2% | +85.8% | -22.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 5y: compounded portfolio wealth divided by compounded AZO 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…
5y analysis · Full analysis span regression · 6 months rolling