+17,047.2%
COR vs DHI
+12,094.3%
+4,952.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | -2.3% | -1.5% | -3.6% |
| 30D | -0.3% | -5.3% | +4.9% | +0.4% |
| 3M | +15.9% | -7.8% | +23.6% | +16.9% |
| 6M | -10.3% | -5.4% | -4.9% | -10.0% |
| YTD | -3.7% | -2.7% | -1.0% | -4.0% |
| 1Y | +9.1% | -21.0% | +30.0% | +11.5% |
| 3Y | +86.6% | +22.2% | +64.4% | +76.5% |
| 5Y | +180.9% | +62.2% | +118.7% | +151.6% |
| 10Y | +407.4% | +414.3% | -6.8% | +276.7% |
| All | +17,047.2% | +12,094.3% | +4,952.9% | +7,007.3% |
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