+484.1%
DHI vs ACGL
+324.4%
+159.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | +2.2% | -6.3% | -5.0% |
| 30D | +9.3% | +12.3% | -3.0% | +3.9% |
| 3M | -2.6% | +11.8% | -14.4% | -7.3% |
| 6M | +4.1% | +17.5% | -13.4% | -3.6% |
| YTD | +2.3% | +14.3% | -12.0% | -4.2% |
| 1Y | +2.7% | +18.2% | -15.4% | -5.2% |
| 3Y | +23.2% | +33.2% | -10.0% | +3.4% |
| 5Y | +57.3% | +174.3% | -117.0% | -13.4% |
| All | +484.1% | +324.4% | +159.7% | +137.9% |
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