+102.0%
DHI vs CRBG
+117.3%
-15.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | -5.4% | +2.6% | -8.1% | -6.0% |
| 3M | -10.4% | +24.0% | -34.4% | -15.1% |
| 6M | -2.8% | +50.5% | -53.3% | -12.0% |
| YTD | -3.4% | +17.1% | -20.5% | -7.8% |
| 1Y | -22.9% | +5.9% | -28.8% | -25.0% |
| 3Y | +20.7% | +122.7% | -102.0% | -5.6% |
| All | +102.0% | +117.3% | -15.3% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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