+62.2%
DHI vs CF
+247.6%
-185.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.2% |
| 7D | -2.3% | -0.8% | -1.5% | -2.3% |
| 30D | -5.3% | +14.3% | -19.5% | -5.6% |
| 3M | -7.8% | +27.9% | -35.6% | -8.6% |
| 6M | -5.4% | +25.5% | -30.9% | -7.1% |
| YTD | -2.7% | +81.2% | -83.9% | -8.1% |
| 1Y | -21.0% | +66.5% | -87.5% | -24.8% |
| 3Y | +22.2% | +76.7% | -54.5% | +14.4% |
| 5Y | +62.2% | +237.8% | -175.6% | +34.3% |
| All | +62.2% | +247.6% | -185.5% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling