+404.6%
DHI vs CASY
+453.5%
-48.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.7% | +2.3% |
| 7D | -3.4% | -18.6% | +15.2% | +2.5% |
| 30D | -5.4% | -26.6% | +21.2% | +3.6% |
| 3M | -10.4% | -32.8% | +22.3% | +0.3% |
| 6M | -2.8% | -10.0% | +7.3% | -3.0% |
| YTD | -3.4% | +11.6% | -15.0% | -11.1% |
| 1Y | -22.9% | +11.5% | -34.4% | -29.3% |
| 3Y | +20.7% | +160.7% | -140.0% | -23.8% |
| 5Y | +62.1% | +232.4% | -170.3% | -8.9% |
| All | +404.6% | +453.5% | -48.9% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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