+327.9%
CAT vs DHI
+56.7%
+271.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.6% |
| 7D | +0.6% | -6.1% | +6.7% | +2.3% |
| 30D | -4.5% | -10.1% | +5.5% | -1.9% |
| 3M | -5.8% | -7.3% | +1.5% | -4.2% |
| 6M | +12.7% | -6.1% | +18.9% | +14.1% |
| YTD | +41.4% | -5.0% | +46.4% | +42.4% |
| 1Y | +92.1% | -22.1% | +114.2% | +102.8% |
| 3Y | +197.5% | +19.2% | +178.2% | +172.0% |
| 5Y | +327.9% | +59.4% | +268.5% | +243.6% |
| All | +327.9% | +56.7% | +271.3% | +243.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling