+404.6%
DHI vs CF
+595.8%
-191.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -5.4% | +11.5% | -16.9% | -7.5% |
| 3M | -10.4% | +25.5% | -36.0% | -14.7% |
| 6M | -2.8% | +11.8% | -14.6% | -6.8% |
| YTD | -3.4% | +74.6% | -78.0% | -16.7% |
| 1Y | -22.9% | +57.7% | -80.6% | -32.2% |
| 3Y | +20.7% | +74.2% | -53.5% | +1.5% |
| 5Y | +62.1% | +223.8% | -161.7% | +6.0% |
| All | +404.6% | +595.8% | -191.2% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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