+12,501.5%
DHI vs AZO
+17,334.8%
-4,833.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -3.4% | -3.6% | +0.2% | -1.9% |
| 30D | -5.4% | -5.6% | +0.1% | -3.1% |
| 3M | -10.4% | -6.6% | -3.8% | -8.1% |
| 6M | -2.8% | -22.5% | +19.7% | +7.9% |
| YTD | -3.4% | -15.2% | +11.8% | +2.6% |
| 1Y | -22.9% | -33.9% | +11.0% | -8.8% |
| 3Y | +20.7% | +11.8% | +8.9% | +11.5% |
| 5Y | +62.1% | +85.5% | -23.4% | +18.1% |
| 10Y | +410.4% | +298.2% | +112.2% | +158.5% |
| All | +12,501.5% | +17,334.8% | -4,833.4% | +1,989.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling