-22.9%
DHI vs CG
-33.8%
+10.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | -3.4% | -9.9% | +6.5% | -0.5% |
| 30D | -5.4% | -11.7% | +6.2% | -2.1% |
| 3M | -10.4% | -4.3% | -6.2% | -9.2% |
| 6M | -2.8% | -8.8% | +6.0% | -0.4% |
| YTD | -3.4% | -26.9% | +23.4% | +4.1% |
| 1Y | -22.9% | -35.4% | +12.5% | -16.3% |
| All | -22.9% | -33.8% | +10.9% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling