+16,142.0%
COST vs DHI
+12,501.5%
+3,640.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -1.2% | -3.4% | +2.2% | -0.6% |
| 30D | -4.7% | -5.4% | +0.7% | -3.9% |
| 3M | -7.1% | -10.4% | +3.3% | -5.6% |
| 6M | -8.5% | -2.8% | -5.8% | -8.7% |
| YTD | +5.4% | -3.4% | +8.8% | +5.1% |
| 1Y | -5.6% | -22.9% | +17.3% | -2.5% |
| 3Y | +68.5% | +20.7% | +47.8% | +57.8% |
| 5Y | +105.2% | +62.1% | +43.1% | +80.4% |
| 10Y | +610.7% | +410.4% | +200.3% | +393.4% |
| All | +16,142.0% | +12,501.5% | +3,640.5% | +6,669.3% |
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