+417.9%
DHI vs BG
+165.8%
+252.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -2.3% | +2.1% | -4.5% | -3.0% |
| 30D | -6.3% | +7.3% | -13.6% | -8.4% |
| 3M | -9.3% | -4.1% | -5.2% | -8.8% |
| 6M | -0.2% | -1.6% | +1.4% | -0.8% |
| YTD | -2.3% | +38.6% | -40.9% | -12.5% |
| 1Y | -20.7% | +52.3% | -73.0% | -31.2% |
| 3Y | +24.9% | +14.7% | +10.1% | +15.9% |
| 5Y | +67.1% | +80.1% | -13.0% | +27.3% |
| 10Y | +417.9% | +169.2% | +248.8% | +199.8% |
| All | +417.9% | +165.8% | +252.1% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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