+274.2%
CME vs DHI
+414.5%
-140.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -1.6% | -3.4% | +1.8% | -1.1% |
| 30D | +5.6% | -5.4% | +11.0% | +6.3% |
| 3M | +5.6% | -10.4% | +16.0% | +6.9% |
| 6M | -8.3% | -2.8% | -5.5% | -8.7% |
| YTD | +4.3% | -3.4% | +7.7% | +3.7% |
| 1Y | +9.1% | -22.9% | +32.0% | +12.2% |
| 3Y | +52.1% | +20.7% | +31.4% | +39.2% |
| 5Y | +79.7% | +62.1% | +17.5% | +49.2% |
| All | +274.2% | +414.5% | -140.3% | +117.0% |
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