+63.2%
DHI vs AGNC
+26.7%
+36.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -3.4% | -4.7% | +1.3% | -0.3% |
| 30D | -5.4% | -5.7% | +0.2% | -1.7% |
| 3M | -10.4% | +1.9% | -12.3% | -11.4% |
| 6M | -2.8% | +1.8% | -4.6% | -3.6% |
| YTD | -3.4% | +3.4% | -6.9% | -5.5% |
| 1Y | -22.9% | +13.6% | -36.5% | -29.1% |
| 3Y | +20.7% | +60.4% | -39.7% | -10.7% |
| All | +63.2% | +26.7% | +36.5% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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