-22.9%
DHI vs CMS
-2.9%
-20.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.4% |
| 3M | -10.4% | -7.1% | -3.4% | -6.9% |
| 6M | -2.8% | -10.1% | +7.3% | +2.2% |
| YTD | -3.4% | -1.7% | -1.7% | -3.3% |
| 1Y | -22.9% | -3.4% | -19.5% | -21.5% |
| All | -22.9% | -2.9% | -20.0% | -21.5% |
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