+63.2%
DHI vs CHD
+20.9%
+42.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.0% |
| 1Y | -22.9% | +1.0% | -23.9% | -23.4% |
| 3Y | +20.7% | +1.3% | +19.4% | +17.7% |
| All | +63.2% | +20.9% | +42.3% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling