+404.6%
DHI vs ACGL
+276.6%
+128.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -3.4% | -2.0% | -1.4% | -2.5% |
| 30D | -5.4% | -1.2% | -4.2% | -4.9% |
| 3M | -10.4% | +5.4% | -15.9% | -12.8% |
| 6M | -2.8% | +1.4% | -4.1% | -3.7% |
| YTD | -3.4% | +0.2% | -3.6% | -4.1% |
| 1Y | -22.9% | +4.1% | -27.0% | -24.9% |
| 3Y | +20.7% | +28.2% | -7.6% | +2.1% |
| 5Y | +62.1% | +159.5% | -97.4% | -9.1% |
| All | +404.6% | +276.6% | +128.0% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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