+404.6%
DHI vs CBOE
+368.5%
+36.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.3% |
| 7D | -3.4% | -5.8% | +2.4% | -2.0% |
| 30D | -5.4% | -3.1% | -2.3% | -4.9% |
| 3M | -10.4% | -4.8% | -5.7% | -10.1% |
| 6M | -2.8% | -0.6% | -2.2% | -4.9% |
| YTD | -3.4% | +12.8% | -16.2% | -9.5% |
| 1Y | -22.9% | +19.8% | -42.7% | -29.3% |
| 3Y | +20.7% | +86.9% | -66.3% | -8.4% |
| 5Y | +62.1% | +136.5% | -74.4% | +10.6% |
| All | +404.6% | +368.5% | +36.1% | +179.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling