+9.1%
DHI vs AG
+29.4%
-20.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +9.1% | -1.1% | +7.1% |
| 7D | +9.8% | -2.6% | +12.4% | +9.9% |
| 30D | +17.8% | -12.1% | +29.9% | +19.1% |
| 3M | +4.7% | -6.6% | +11.3% | +5.2% |
| 6M | +10.0% | -20.5% | +30.5% | +11.4% |
| YTD | +10.0% | -7.4% | +17.4% | +9.2% |
| 1Y | +9.1% | +33.4% | -24.3% | +4.9% |
| All | +9.1% | +29.4% | -20.2% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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