+52.1%
CME vs DHI
+21.1%
+31.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.7% |
| 7D | -1.6% | -3.4% | +1.8% | -1.8% |
| 30D | +5.6% | -5.4% | +11.0% | +5.2% |
| 3M | +5.6% | -10.4% | +16.0% | +4.9% |
| 6M | -8.3% | -2.8% | -5.5% | -8.3% |
| YTD | +4.3% | -3.4% | +7.7% | +4.3% |
| 1Y | +9.1% | -22.9% | +32.0% | +7.9% |
| 3Y | +52.1% | +20.7% | +31.4% | +61.5% |
| All | +52.1% | +21.1% | +31.0% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling