+404.6%
DHI vs CMS
+118.9%
+285.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -3.4% | -1.9% | -1.5% | -2.5% |
| 30D | -5.4% | -4.1% | -1.3% | -3.5% |
| 3M | -10.4% | -7.1% | -3.4% | -7.2% |
| 6M | -2.8% | -10.1% | +7.3% | +2.2% |
| YTD | -3.4% | -1.7% | -1.7% | -2.8% |
| 1Y | -22.9% | -3.4% | -19.5% | -21.9% |
| 3Y | +20.7% | +31.6% | -10.9% | +4.5% |
| 5Y | +62.1% | +23.3% | +38.8% | +42.4% |
| All | +404.6% | +118.9% | +285.7% | +287.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling