+9.8%
DHI vs GWRE
-24.6%
+34.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | +7.6% | +4.5% | +3.0% | +7.2% |
| 30D | +15.3% | +1.7% | +13.5% | +15.2% |
| 3M | +4.4% | +4.4% | 0.0% | +4.1% |
| 6M | +8.3% | +19.5% | -11.3% | +7.7% |
| YTD | +10.4% | -16.7% | +27.2% | +19.4% |
| 1Y | +9.8% | -24.0% | +33.8% | +29.6% |
| All | +9.8% | -24.6% | +34.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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