+395.2%
COR vs DHI
+414.5%
-19.3%
-32.4%
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% | -0.1% |
| 7D | -2.8% | -3.4% | +0.6% | -2.4% |
| 30D | +2.6% | -5.4% | +8.0% | +3.3% |
| 3M | +14.5% | -10.4% | +24.9% | +16.1% |
| 6M | -7.8% | -2.8% | -5.0% | -7.9% |
| YTD | -4.2% | -3.4% | -0.8% | -4.5% |
| 1Y | +7.0% | -22.9% | +29.9% | +10.2% |
| 3Y | +85.5% | +20.7% | +64.8% | +72.4% |
| 5Y | +181.2% | +62.1% | +119.1% | +140.2% |
| All | +395.2% | +414.5% | -19.3% | +239.7% |
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 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