+65.1%
CSX vs DHI
+60.0%
+5.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -0.6% | -2.3% | +1.8% | 0.0% |
| 30D | -3.2% | -5.3% | +2.0% | -2.1% |
| 3M | +2.6% | -7.8% | +10.3% | +4.1% |
| 6M | +19.8% | -5.4% | +25.2% | +20.6% |
| YTD | +34.7% | -2.7% | +37.3% | +34.2% |
| 1Y | +52.1% | -21.0% | +73.1% | +58.9% |
| 3Y | +68.4% | +22.2% | +46.2% | +51.9% |
| 5Y | +65.1% | +62.2% | +2.9% | +34.8% |
| All | +65.1% | +60.0% | +5.1% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling