+424.6%
DHI vs CF
+5,565.9%
-5,141.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | -8.0% | +5.4% | -13.4% | -9.4% |
| 30D | +7.0% | +6.5% | +0.5% | +4.8% |
| 3M | -0.6% | +4.6% | -5.2% | -2.6% |
| 6M | +1.5% | -3.3% | +4.8% | +0.6% |
| YTD | +1.5% | +63.9% | -62.4% | -16.3% |
| 1Y | +0.4% | +50.4% | -50.0% | -15.1% |
| 3Y | +21.9% | +68.2% | -46.4% | -3.4% |
| 5Y | +56.1% | +113.8% | -57.7% | +6.5% |
| 10Y | +493.3% | +479.3% | +14.0% | +161.9% |
| All | +424.6% | +5,565.9% | -5,141.3% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling