+404.6%
DHI vs CGNX
+193.6%
+211.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.5% |
| 7D | -3.4% | +3.2% | -6.6% | -4.3% |
| 30D | -5.4% | +6.0% | -11.4% | -7.4% |
| 3M | -10.4% | +3.5% | -14.0% | -12.4% |
| 6M | -2.8% | +26.3% | -29.1% | -11.2% |
| YTD | -3.4% | +79.2% | -82.7% | -23.3% |
| 1Y | -22.9% | +43.8% | -66.7% | -34.9% |
| 3Y | +20.7% | +52.0% | -31.3% | -5.1% |
| 5Y | +62.1% | -24.0% | +86.2% | +58.1% |
| All | +404.6% | +193.6% | +211.0% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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