+9.1%
DHI vs CMS
+1.4%
+7.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.4% | +6.7% | +7.2% |
| 7D | +9.8% | +4.1% | +5.7% | +7.3% |
| 30D | +17.8% | +10.9% | +7.0% | +11.5% |
| 3M | +4.7% | -0.2% | +5.0% | +4.6% |
| 6M | +10.0% | -4.7% | +14.8% | +12.5% |
| YTD | +10.0% | +3.9% | +6.1% | +6.3% |
| 1Y | +9.1% | +0.4% | +8.8% | +7.9% |
| All | +9.1% | +1.4% | +7.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling