+1,290.8%
DHI vs DG
+560.3%
+730.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | -3.4% | -6.5% | +3.1% | -1.5% |
| 30D | -5.4% | +4.2% | -9.6% | -6.7% |
| 3M | -10.4% | +9.5% | -20.0% | -13.0% |
| 6M | -2.8% | -13.1% | +10.4% | +0.5% |
| YTD | -3.4% | -4.8% | +1.4% | -2.9% |
| 1Y | -22.9% | +20.6% | -43.5% | -28.2% |
| 3Y | +20.7% | +4.9% | +15.7% | +11.0% |
| 5Y | +62.1% | -37.9% | +100.0% | +75.3% |
| 10Y | +410.4% | +102.2% | +308.2% | +268.4% |
| All | +1,290.8% | +560.3% | +730.5% | +557.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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