+338.5%
COP vs DHI
+414.5%
-76.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | +2.3% | -3.4% | +5.7% | +3.2% |
| 30D | +8.6% | -5.4% | +14.1% | +9.9% |
| 3M | +19.9% | -10.4% | +30.3% | +22.3% |
| 6M | +19.0% | -2.8% | +21.8% | +17.6% |
| YTD | +50.0% | -3.4% | +53.4% | +47.8% |
| 1Y | +50.5% | -22.9% | +73.4% | +57.8% |
| 3Y | +25.2% | +20.7% | +4.5% | +9.0% |
| 5Y | +194.3% | +62.1% | +132.1% | +119.0% |
| All | +338.5% | +414.5% | -76.0% | +118.5% |
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 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