+0.1%
DHI vs CART
+47.6%
-47.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.2% |
| 3M | -0.9% | +20.7% | -21.6% | -2.4% |
| 6M | +1.1% | +49.7% | -48.6% | +0.3% |
| YTD | +1.2% | +30.0% | -28.8% | -4.7% |
| 1Y | +0.1% | +48.4% | -48.3% | -4.2% |
| All | +0.1% | +47.6% | -47.5% | -4.2% |
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