+977.2%
DHI vs AGNC
+622.7%
+354.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -3.4% | -4.7% | +1.3% | -0.1% |
| 30D | -5.4% | -5.7% | +0.2% | -1.5% |
| 3M | -10.4% | +1.9% | -12.3% | -11.5% |
| 6M | -2.8% | +1.8% | -4.6% | -3.7% |
| YTD | -3.4% | +3.4% | -6.9% | -5.7% |
| 1Y | -22.9% | +13.6% | -36.5% | -29.5% |
| 3Y | +20.7% | +60.4% | -39.7% | -14.0% |
| 5Y | +62.1% | +27.0% | +35.2% | +33.0% |
| 10Y | +410.4% | +83.1% | +327.3% | +206.5% |
| All | +977.2% | +622.7% | +354.5% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling