+6,651.5%
CME vs DHI
+2,045.4%
+4,606.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.6% | -2.3% | +1.7% | 0.0% |
| 30D | +4.7% | -5.3% | +10.0% | +6.0% |
| 3M | +7.8% | -7.8% | +15.6% | +9.3% |
| 6M | -11.0% | -5.4% | -5.6% | -11.0% |
| YTD | +4.0% | -2.7% | +6.7% | +2.8% |
| 1Y | +9.1% | -21.0% | +30.1% | +13.4% |
| 3Y | +52.3% | +22.2% | +30.1% | +33.6% |
| 5Y | +76.1% | +62.2% | +13.9% | +36.7% |
| 10Y | +280.6% | +414.3% | -133.7% | +91.6% |
| All | +6,651.5% | +2,045.4% | +4,606.2% | +1,817.4% |
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