+13.9%
COR vs DHI
-16.9%
+30.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.8% |
| 7D | +2.8% | -3.1% | +5.9% | +2.8% |
| 30D | +4.5% | -5.5% | +10.0% | +4.6% |
| 3M | +22.7% | -2.2% | +24.9% | +22.7% |
| 6M | -9.7% | -6.0% | -3.8% | -9.8% |
| YTD | -1.4% | 0.0% | -1.4% | -1.6% |
| 1Y | +13.9% | -18.2% | +32.2% | +19.0% |
| All | +13.9% | -16.9% | +30.8% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling