+404.6%
DHI vs CHRW
+183.1%
+221.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -3.4% | +3.5% | -6.9% | -4.4% |
| 30D | -5.4% | +4.6% | -10.0% | -6.8% |
| 3M | -10.4% | -19.7% | +9.3% | -5.6% |
| 6M | -2.8% | -12.4% | +9.6% | -0.5% |
| YTD | -3.4% | -3.9% | +0.5% | -5.0% |
| 1Y | -22.9% | +18.4% | -41.3% | -29.6% |
| 3Y | +20.7% | +88.8% | -68.2% | -8.8% |
| 5Y | +62.1% | +93.5% | -31.4% | +19.7% |
| All | +404.6% | +183.1% | +221.5% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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