+488.5%
CSX vs DHI
+405.9%
+82.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.1% |
| 7D | +0.1% | -6.1% | +6.2% | +2.0% |
| 30D | -1.5% | -10.1% | +8.6% | +1.5% |
| 3M | +6.0% | -7.3% | +13.3% | +7.8% |
| 6M | +20.6% | -6.1% | +26.7% | +21.7% |
| YTD | +36.5% | -5.0% | +41.6% | +36.8% |
| 1Y | +55.0% | -22.1% | +77.1% | +64.4% |
| 3Y | +70.8% | +19.2% | +51.5% | +51.9% |
| 5Y | +69.6% | +59.4% | +10.1% | +31.7% |
| All | +488.5% | +405.9% | +82.7% | +232.8% |
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