+142.1%
CI vs DHI
+414.5%
-272.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -0.1% | -3.4% | +3.3% | +0.8% |
| 30D | +1.8% | -5.4% | +7.2% | +3.1% |
| 3M | -4.2% | -10.4% | +6.2% | -2.1% |
| 6M | +8.8% | -2.8% | +11.6% | +8.5% |
| YTD | +3.7% | -3.4% | +7.2% | +3.2% |
| 1Y | -6.1% | -22.9% | +16.8% | -1.3% |
| 3Y | +4.5% | +20.7% | -16.2% | -6.8% |
| 5Y | +50.5% | +62.1% | -11.6% | +18.0% |
| All | +142.1% | +414.5% | -272.4% | +22.2% |
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 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