+404.6%
DHI vs CHD
+126.1%
+278.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -3.4% | -4.5% | +1.1% | -1.7% |
| 30D | -5.4% | -6.7% | +1.3% | -2.9% |
| 3M | -10.4% | -2.7% | -7.7% | -9.5% |
| 6M | -2.8% | -4.9% | +2.2% | -1.0% |
| YTD | -3.4% | +13.3% | -16.8% | -8.2% |
| 1Y | -22.9% | +1.0% | -23.9% | -23.5% |
| 3Y | +20.7% | +1.3% | +19.4% | +17.8% |
| 5Y | +62.1% | +20.8% | +41.3% | +45.5% |
| All | +404.6% | +126.1% | +278.5% | +276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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