+245.6%
CRH vs DHI
+414.5%
-168.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | -6.1% | -3.4% | -2.7% | -4.7% |
| 30D | -9.3% | -5.4% | -3.8% | -7.2% |
| 3M | -15.2% | -10.4% | -4.7% | -11.4% |
| 6M | -14.2% | -2.8% | -11.4% | -13.2% |
| YTD | -28.3% | -3.4% | -24.8% | -27.4% |
| 1Y | -21.8% | -22.9% | +1.1% | -14.0% |
| 3Y | +71.6% | +20.7% | +50.9% | +51.4% |
| 5Y | +96.6% | +62.1% | +34.5% | +48.4% |
| All | +245.6% | +414.5% | -168.9% | +56.9% |
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