+91.5%
CAT vs DHI
-21.2%
+112.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | +0.6% | -3.4% | +4.0% | +1.5% |
| 30D | -4.3% | -5.4% | +1.1% | -2.9% |
| 3M | -8.6% | -10.4% | +1.8% | -5.9% |
| 6M | +16.1% | -2.8% | +18.9% | +16.2% |
| YTD | +43.8% | -3.4% | +47.2% | +44.0% |
| 1Y | +91.5% | -22.9% | +114.4% | +98.9% |
| All | +91.5% | -21.2% | +112.6% | +98.9% |
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