+25.8%
DHI vs CART
+14.3%
+11.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.0% | -2.5% |
| 7D | -2.0% | -4.1% | +2.1% | -1.7% |
| 30D | -8.3% | -4.3% | -4.0% | -8.1% |
| 3M | -3.7% | +13.1% | -16.9% | -4.4% |
| 6M | -5.4% | +26.0% | -31.4% | -6.8% |
| YTD | -3.0% | +6.7% | -9.7% | -3.6% |
| 1Y | -23.8% | +6.3% | -30.1% | -24.5% |
| All | +25.8% | +14.3% | +11.5% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling