+20.7%
DHI vs CHRW
+88.3%
-67.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -3.4% | +3.5% | -6.9% | -4.0% |
| 30D | -5.4% | +4.6% | -10.0% | -6.3% |
| 3M | -10.4% | -19.7% | +9.3% | -7.5% |
| 6M | -2.8% | -12.4% | +9.6% | -1.5% |
| YTD | -3.4% | -3.9% | +0.5% | -4.7% |
| 1Y | -22.9% | +18.4% | -41.3% | -27.1% |
| 3Y | +20.7% | +88.8% | -68.2% | +2.2% |
| All | +20.7% | +88.3% | -67.6% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling