+18.7%
DHI vs CAPR
+31.5%
-12.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -2.4% |
| 7D | -6.1% | -10.6% | +4.4% | -6.0% |
| 30D | -10.1% | +111.2% | -121.3% | -11.4% |
| 3M | -7.3% | -67.2% | +59.9% | -6.7% |
| 6M | -6.1% | -75.1% | +69.0% | -5.2% |
| YTD | -5.0% | -71.2% | +66.2% | -4.4% |
| 1Y | -22.1% | +31.1% | -53.2% | -26.4% |
| All | +18.7% | +31.5% | -12.9% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling