-18.2%
DHI vs CART
+14.4%
-32.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.1% |
| 7D | -3.1% | +1.0% | -4.2% | -3.2% |
| 30D | -5.5% | +12.6% | -18.1% | -5.7% |
| 3M | -2.2% | +23.1% | -25.3% | -2.0% |
| 6M | -6.0% | +39.5% | -45.5% | -4.8% |
| YTD | 0.0% | +13.5% | -13.5% | -1.8% |
| 1Y | -18.2% | +14.9% | -33.1% | -20.2% |
| All | -18.2% | +14.4% | -32.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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