+17.1%
CAT vs DHI
-3.7%
+20.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +2.2% |
| 7D | +5.6% | -2.0% | +7.6% | +6.3% |
| 30D | -2.3% | -8.3% | +6.0% | +0.8% |
| 3M | -10.0% | -3.7% | -6.3% | -9.8% |
| All | +17.1% | -3.7% | +20.9% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling