+416.7%
DHI vs CF
+5,948.3%
-5,531.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.2% |
| 7D | -3.1% | +6.0% | -9.2% | -4.8% |
| 30D | -5.5% | +14.8% | -20.3% | -9.6% |
| 3M | -2.2% | +14.1% | -16.3% | -6.8% |
| 6M | -6.0% | +28.5% | -34.5% | -15.8% |
| YTD | 0.0% | +74.9% | -75.0% | -18.7% |
| 1Y | -18.2% | +61.7% | -79.9% | -32.2% |
| 3Y | +22.5% | +80.3% | -57.8% | -4.7% |
| 5Y | +58.4% | +226.0% | -167.6% | -5.9% |
| 10Y | +405.2% | +569.9% | -164.7% | +112.3% |
| All | +416.7% | +5,948.3% | -5,531.6% | -22.6% |
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