-22.9%
DHI vs ACGL
+5.9%
-28.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.4% | -2.0% | -1.4% | -2.8% |
| 30D | -5.4% | -1.2% | -4.2% | -5.1% |
| 3M | -10.4% | +5.4% | -15.9% | -12.0% |
| 6M | -2.8% | +1.4% | -4.1% | -3.0% |
| YTD | -3.4% | +0.2% | -3.6% | -3.3% |
| 1Y | -22.9% | +4.1% | -27.0% | -24.2% |
| All | -22.9% | +5.9% | -28.9% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling