+6,638.9%
DHI vs DGX
+8,778.1%
-2,139.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | -5.4% | -1.2% | -4.3% | -5.0% |
| 3M | -10.4% | +15.8% | -26.2% | -15.6% |
| 6M | -2.8% | +18.2% | -20.9% | -9.0% |
| YTD | -3.4% | +37.2% | -40.6% | -14.9% |
| 1Y | -22.9% | +30.4% | -53.3% | -30.9% |
| 3Y | +20.7% | +96.7% | -76.0% | -8.4% |
| 5Y | +62.1% | +67.2% | -5.0% | +30.3% |
| 10Y | +410.4% | +253.9% | +156.5% | +205.4% |
| All | +6,638.9% | +8,778.1% | -2,139.2% | +1,604.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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