+7,774.3%
CAH vs DHI
+12,501.5%
-4,727.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -5.1% | -3.4% | -1.7% | -4.7% |
| 30D | +0.2% | -5.4% | +5.6% | +0.9% |
| 3M | +6.3% | -10.4% | +16.7% | +7.7% |
| 6M | +9.4% | -2.8% | +12.2% | +9.4% |
| YTD | +15.0% | -3.4% | +18.4% | +14.8% |
| 1Y | +55.4% | -22.9% | +78.4% | +59.5% |
| 3Y | +173.8% | +20.7% | +153.1% | +159.9% |
| 5Y | +395.2% | +62.1% | +333.1% | +345.0% |
| 10Y | +293.2% | +410.4% | -117.2% | +195.7% |
| All | +7,774.3% | +12,501.5% | -4,727.2% | +3,921.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling