+23.2%
DHI vs CART
+135.4%
-112.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -4.1% | +1.3% | -5.4% | -4.2% |
| 30D | +9.3% | +19.2% | -9.9% | +7.9% |
| 3M | -2.6% | +17.6% | -20.1% | -3.8% |
| 6M | +4.1% | +47.4% | -43.3% | +1.5% |
| YTD | +2.3% | +30.9% | -28.6% | +0.1% |
| 1Y | +2.7% | +46.0% | -43.2% | -0.3% |
| 3Y | +23.2% | +130.3% | -107.1% | +3.9% |
| All | +23.2% | +135.4% | -112.2% | +3.9% |
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