+404.6%
DHI vs CG
+314.7%
+89.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.4% |
| 7D | -3.4% | -9.9% | +6.5% | +1.0% |
| 30D | -5.4% | -11.7% | +6.2% | -0.4% |
| 3M | -10.4% | -4.3% | -6.2% | -9.3% |
| 6M | -2.8% | -8.8% | +6.0% | +0.2% |
| YTD | -3.4% | -26.9% | +23.4% | +8.5% |
| 1Y | -22.9% | -35.4% | +12.5% | -9.0% |
| 3Y | +20.7% | +43.0% | -22.4% | -8.0% |
| 5Y | +62.1% | +1.9% | +60.2% | +39.2% |
| All | +404.6% | +314.7% | +89.9% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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