-21.0%
DHI vs CART
+3.4%
-24.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.4% |
| 7D | -2.3% | -9.5% | +7.1% | -2.0% |
| 30D | -5.3% | -7.8% | +2.5% | -5.0% |
| 3M | -7.8% | +10.4% | -18.2% | -7.4% |
| 6M | -5.4% | +20.1% | -25.4% | -4.5% |
| YTD | -2.7% | +3.7% | -6.4% | -4.1% |
| 1Y | -21.0% | +2.6% | -23.5% | -24.1% |
| All | -21.0% | +3.4% | -24.4% | -24.1% |
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