+1,144.3%
CAT vs DHI
+414.5%
+729.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | +0.6% | -3.4% | +4.0% | +1.6% |
| 30D | -4.3% | -5.4% | +1.1% | -2.9% |
| 3M | -8.6% | -10.4% | +1.8% | -6.0% |
| 6M | +16.1% | -2.8% | +18.9% | +16.5% |
| YTD | +43.8% | -3.4% | +47.2% | +44.1% |
| 1Y | +91.5% | -22.9% | +114.4% | +104.0% |
| 3Y | +202.7% | +20.7% | +182.0% | +173.5% |
| 5Y | +335.1% | +62.1% | +273.0% | +248.2% |
| All | +1,144.3% | +414.5% | +729.8% | +571.3% |
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