+24,292.3%
CAT vs DHI
+12,556.3%
+11,736.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.8% |
| 7D | +5.6% | -2.0% | +7.6% | +6.1% |
| 30D | -2.3% | -8.3% | +6.0% | -0.4% |
| 3M | -10.0% | -3.7% | -6.3% | -9.5% |
| 6M | +21.2% | -5.4% | +26.6% | +22.4% |
| YTD | +44.4% | -3.0% | +47.4% | +44.7% |
| 1Y | +96.3% | -23.8% | +120.1% | +107.4% |
| 3Y | +203.9% | +21.8% | +182.1% | +181.5% |
| 5Y | +333.5% | +59.6% | +273.9% | +268.0% |
| 10Y | +1,126.0% | +391.2% | +734.8% | +663.9% |
| All | +24,292.3% | +12,556.3% | +11,736.0% | +8,562.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling