+9.8%
DHI vs CBOE
+41.5%
-31.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.7% |
| 7D | +7.6% | +12.4% | -4.8% | +9.3% |
| 30D | +15.3% | +26.9% | -11.6% | +19.9% |
| 3M | +4.4% | +24.3% | -19.9% | +8.7% |
| 6M | +8.3% | +3.1% | +5.1% | +10.2% |
| YTD | +10.4% | +41.7% | -31.3% | +17.1% |
| 1Y | +9.8% | +41.5% | -31.7% | +16.8% |
| All | +9.8% | +41.5% | -31.6% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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