+21.8%
DHI vs CF
+76.4%
-54.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.0% |
| 7D | -2.0% | -0.9% | -1.1% | -2.1% |
| 30D | -8.3% | +18.1% | -26.4% | -8.1% |
| 3M | -3.7% | +23.4% | -27.1% | -3.7% |
| 6M | -5.4% | +17.1% | -22.5% | -6.4% |
| YTD | -3.0% | +76.2% | -79.2% | -10.2% |
| 1Y | -23.8% | +62.3% | -86.1% | -28.7% |
| 3Y | +21.8% | +71.8% | -50.0% | +9.1% |
| All | +21.8% | +76.4% | -54.6% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling