+31.2%
DHI vs CART
+39.2%
-8.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -8.4% | +1.2% | -9.6% | -8.4% |
| 30D | +6.6% | +17.8% | -11.1% | +5.3% |
| 3M | -0.9% | +20.7% | -21.6% | -2.4% |
| 6M | +1.1% | +49.7% | -48.6% | -1.6% |
| YTD | +1.2% | +30.0% | -28.8% | -1.0% |
| 1Y | +0.1% | +48.4% | -48.3% | -3.2% |
| 3Y | +21.5% | +132.0% | -110.5% | +5.5% |
| All | +31.2% | +39.2% | -8.0% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling