+287.5%
CAH vs DHI
+414.5%
-127.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -5.1% | -3.4% | -1.7% | -4.6% |
| 30D | +0.2% | -5.4% | +5.6% | +1.0% |
| 3M | +6.3% | -10.4% | +16.7% | +8.0% |
| 6M | +9.4% | -2.8% | +12.2% | +9.4% |
| YTD | +15.0% | -3.4% | +18.4% | +14.7% |
| 1Y | +55.4% | -22.9% | +78.4% | +60.6% |
| 3Y | +173.8% | +20.7% | +153.1% | +152.7% |
| 5Y | +395.2% | +62.1% | +333.1% | +317.3% |
| All | +287.5% | +414.5% | -127.0% | +164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling