+2,014.5%
DHI vs BG
+1,169.9%
+844.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.3% |
| 7D | -3.4% | +3.1% | -6.5% | -4.5% |
| 30D | -5.4% | +10.2% | -15.7% | -8.7% |
| 3M | -10.4% | -1.7% | -8.8% | -10.8% |
| 6M | -2.8% | +1.0% | -3.7% | -4.4% |
| YTD | -3.4% | +39.9% | -43.3% | -14.9% |
| 1Y | -22.9% | +53.2% | -76.1% | -34.4% |
| 3Y | +20.7% | +16.3% | +4.4% | +10.2% |
| 5Y | +62.1% | +83.9% | -21.7% | +21.5% |
| 10Y | +410.4% | +165.1% | +245.3% | +214.7% |
| All | +2,014.5% | +1,169.9% | +844.6% | +804.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling