+4,350.7%
DHI vs CHRW
+4,254.3%
+96.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -2.3% | +4.1% | -6.4% | -4.0% |
| 30D | -5.3% | +1.9% | -7.2% | -6.2% |
| 3M | -7.8% | -21.2% | +13.4% | 0.0% |
| 6M | -5.4% | -16.7% | +11.3% | -0.3% |
| YTD | -2.7% | -5.4% | +2.7% | -4.0% |
| 1Y | -21.0% | +21.2% | -42.1% | -30.6% |
| 3Y | +22.2% | +86.5% | -64.3% | -14.8% |
| 5Y | +62.2% | +93.0% | -30.9% | +8.6% |
| 10Y | +414.3% | +174.5% | +239.8% | +178.2% |
| All | +4,350.7% | +4,254.3% | +96.3% | +941.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling