+63.2%
DHI vs AG
+63.6%
-0.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.0% |
| 7D | -3.4% | -6.7% | +3.3% | -2.7% |
| 30D | -5.4% | +2.2% | -7.6% | -5.8% |
| 3M | -10.4% | +15.7% | -26.1% | -12.1% |
| 6M | -2.8% | -23.8% | +21.0% | -1.2% |
| YTD | -3.4% | +17.6% | -21.0% | -6.9% |
| 1Y | -22.9% | +88.6% | -111.5% | -30.2% |
| 3Y | +20.7% | +253.4% | -232.7% | -4.0% |
| All | +63.2% | +63.6% | -0.4% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling