+18.7%
DHI vs AG
+260.2%
-241.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.4% | -2.0% |
| 7D | -6.1% | -5.8% | -0.3% | -5.7% |
| 30D | -10.1% | +6.4% | -16.5% | -10.6% |
| 3M | -7.3% | +28.4% | -35.7% | -9.3% |
| 6M | -6.1% | -24.5% | +18.3% | -5.3% |
| YTD | -5.0% | +21.2% | -26.2% | -7.5% |
| 1Y | -22.1% | +114.1% | -136.2% | -27.9% |
| All | +18.7% | +260.2% | -241.6% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling