+32.0%
CTVA vs DHI
+9.6%
+22.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.1% | -4.9% | +2.1% |
| 7D | +8.2% | +9.8% | -1.6% | +6.8% |
| 30D | -1.0% | +17.8% | -18.9% | -3.1% |
| 3M | +4.6% | +4.7% | -0.1% | +3.6% |
| 6M | +0.5% | +10.0% | -9.6% | -0.8% |
| YTD | +22.7% | +10.0% | +12.8% | +21.2% |
| 1Y | +32.0% | +9.1% | +22.8% | +29.4% |
| All | +32.0% | +9.6% | +22.3% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling