+184.8%
COP vs DHI
+61.2%
+123.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +2.3% | -3.4% | +5.7% | +2.5% |
| 30D | +8.6% | -5.4% | +14.1% | +8.9% |
| 3M | +19.9% | -10.4% | +30.3% | +20.5% |
| 6M | +19.0% | -2.8% | +21.8% | +18.5% |
| YTD | +50.0% | -3.4% | +53.4% | +49.1% |
| 1Y | +50.5% | -22.9% | +73.4% | +53.2% |
| 3Y | +25.2% | +20.7% | +4.5% | +19.6% |
| All | +184.8% | +61.2% | +123.6% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling