+8.9%
CAT vs DHI
+9.6%
-0.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +8.1% | -13.3% | -6.8% |
| 7D | -17.1% | +9.8% | -26.9% | -19.0% |
| 30D | -30.1% | +17.8% | -48.0% | -33.4% |
| 3M | -32.4% | +4.7% | -37.1% | -33.1% |
| 6M | -32.1% | +10.0% | -42.2% | -34.3% |
| YTD | +4.1% | +10.0% | -5.9% | -0.5% |
| 1Y | +8.9% | +9.1% | -0.2% | +4.1% |
| All | +8.9% | +9.6% | -0.7% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling