+1,247.7%
DHI vs BTG
+373.5%
+874.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -3.4% | -3.8% | +0.3% | -3.1% |
| 30D | -5.4% | +3.6% | -9.1% | -5.8% |
| 3M | -10.4% | +32.0% | -42.5% | -13.0% |
| 6M | -2.8% | +3.4% | -6.1% | -3.7% |
| YTD | -3.4% | +20.8% | -24.2% | -6.1% |
| 1Y | -22.9% | +22.4% | -45.3% | -25.4% |
| 3Y | +20.7% | +91.7% | -71.0% | +10.6% |
| 5Y | +62.1% | +79.0% | -16.9% | +47.9% |
| 10Y | +410.4% | +152.6% | +257.9% | +337.9% |
| All | +1,247.7% | +373.5% | +874.2% | +689.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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