+20.7%
DHI vs TRGP
+260.3%
-239.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -5.4% | +8.0% | -13.5% | -5.7% |
| 3M | -10.4% | +8.3% | -18.7% | -10.8% |
| 6M | -2.8% | +23.9% | -26.7% | -4.7% |
| YTD | -3.4% | +59.6% | -63.1% | -8.1% |
| 1Y | -22.9% | +79.4% | -102.3% | -27.7% |
| 3Y | +20.7% | +269.4% | -248.8% | -13.8% |
| All | +20.7% | +260.3% | -239.6% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 3y: compounded portfolio wealth divided by compounded TRGP 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…
3y analysis · Full analysis span regression · 6 months rolling