+12,289.5%
DHI vs CHD
+6,751.5%
+5,537.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.9% |
| 7D | -6.1% | -4.7% | -1.4% | -4.4% |
| 30D | -10.1% | -8.3% | -1.8% | -7.1% |
| 3M | -7.3% | -4.0% | -3.3% | -5.9% |
| 6M | -6.1% | -6.5% | +0.4% | -3.9% |
| YTD | -5.0% | +13.1% | -18.1% | -9.6% |
| 1Y | -22.1% | +2.3% | -24.4% | -23.1% |
| 3Y | +19.2% | +1.8% | +17.4% | +16.4% |
| 5Y | +59.4% | +20.6% | +38.8% | +44.7% |
| 10Y | +401.8% | +125.6% | +276.2% | +251.9% |
| All | +12,289.5% | +6,751.5% | +5,537.9% | +3,607.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling