+21.6%
DHI vs ACGL
+30.4%
-8.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -2.3% | -2.1% | -0.2% | -2.0% |
| 30D | -5.3% | -2.2% | -3.1% | -4.9% |
| 3M | -7.8% | +6.3% | -14.1% | -8.7% |
| 6M | -5.4% | +0.5% | -5.9% | -5.4% |
| YTD | -2.7% | +0.2% | -2.9% | -2.7% |
| 1Y | -21.0% | +7.3% | -28.2% | -21.8% |
| All | +21.6% | +30.4% | -8.8% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling