+95.4%
CAT vs DHI
-16.9%
+112.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.1% |
| 7D | +1.7% | -3.1% | +4.9% | +2.6% |
| 30D | -6.6% | -5.5% | -1.1% | -5.2% |
| 3M | -13.3% | -2.2% | -11.1% | -13.0% |
| 6M | +11.6% | -6.0% | +17.6% | +12.0% |
| YTD | +42.9% | 0.0% | +43.0% | +41.8% |
| 1Y | +95.4% | -18.2% | +113.7% | +100.1% |
| All | +95.4% | -16.9% | +112.3% | +100.1% |
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