+404.6%
DHI vs AIG
+66.2%
+338.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -3.4% | -1.2% | -2.2% | -2.9% |
| 30D | -5.4% | -1.1% | -4.4% | -5.0% |
| 3M | -10.4% | +0.7% | -11.1% | -10.9% |
| 6M | -2.8% | -2.2% | -0.6% | -2.3% |
| YTD | -3.4% | -10.8% | +7.4% | +0.4% |
| 1Y | -22.9% | -2.0% | -20.9% | -23.1% |
| 3Y | +20.7% | +34.8% | -14.2% | +3.8% |
| 5Y | +62.1% | +55.0% | +7.1% | +28.0% |
| All | +404.6% | +66.2% | +338.4% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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