-35.7%
VG vs DHI
-2.2%
-33.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.9% |
| 7D | +3.8% | -2.3% | +6.1% | +3.0% |
| 30D | +7.2% | -5.3% | +12.5% | +5.7% |
| 3M | +22.8% | -7.8% | +30.5% | +21.3% |
| 6M | +33.2% | -5.4% | +38.6% | +34.4% |
| YTD | +124.8% | -2.7% | +127.5% | +124.7% |
| 1Y | +15.8% | -21.0% | +36.8% | +17.2% |
| All | -35.7% | -2.2% | -33.4% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 5y: compounded portfolio wealth divided by compounded DHI 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…
5y analysis · Full analysis span regression · 6 months rolling