+404.6%
DHI vs AGI
+392.3%
+12.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -3.4% | -2.7% | -0.7% | -3.2% |
| 30D | -5.4% | +7.2% | -12.7% | -6.1% |
| 3M | -10.4% | +4.3% | -14.7% | -11.0% |
| 6M | -2.8% | -27.1% | +24.3% | -0.6% |
| YTD | -3.4% | -6.6% | +3.2% | -3.7% |
| 1Y | -22.9% | +9.5% | -32.4% | -24.5% |
| 3Y | +20.7% | +208.4% | -187.8% | +6.1% |
| 5Y | +62.1% | +401.6% | -339.5% | +36.0% |
| All | +404.6% | +392.3% | +12.2% | +319.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling