+835.9%
DHI vs CG
+313.7%
+522.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -1.5% |
| 7D | -6.1% | -9.8% | +3.7% | -2.1% |
| 30D | -10.1% | -10.3% | +0.2% | -6.1% |
| 3M | -7.3% | -1.7% | -5.7% | -7.1% |
| 6M | -6.1% | -9.8% | +3.7% | -2.9% |
| YTD | -5.0% | -25.6% | +20.6% | +5.2% |
| 1Y | -22.1% | -32.5% | +10.4% | -10.6% |
| 3Y | +19.2% | +45.6% | -26.4% | -6.9% |
| 5Y | +59.4% | +3.7% | +55.7% | +38.7% |
| 10Y | +401.8% | +321.1% | +80.8% | +152.0% |
| All | +835.9% | +313.7% | +522.2% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling