+23.1%
DHI vs CART
+12.5%
+10.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.5% |
| 7D | -6.1% | -8.7% | +2.5% | -5.5% |
| 30D | -10.1% | -4.4% | -5.7% | -9.8% |
| 3M | -7.3% | +14.6% | -22.0% | -8.0% |
| 6M | -6.1% | +24.4% | -30.5% | -7.4% |
| YTD | -5.0% | +5.0% | -10.1% | -5.6% |
| 1Y | -22.1% | +0.5% | -22.6% | -22.4% |
| All | +23.1% | +12.5% | +10.7% | +10.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling