+12,596.5%
DHI vs CMS
+1,147.4%
+11,449.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | -5.3% | -1.3% | -4.0% | -4.8% |
| 3M | -7.8% | -5.4% | -2.4% | -5.8% |
| 6M | -5.4% | -10.3% | +5.0% | -1.5% |
| YTD | -2.7% | -0.2% | -2.5% | -2.7% |
| 1Y | -21.0% | -0.9% | -20.1% | -20.8% |
| 3Y | +22.2% | +34.0% | -11.8% | +8.6% |
| 5Y | +62.2% | +23.6% | +38.6% | +47.3% |
| 10Y | +414.3% | +122.2% | +292.0% | +272.6% |
| All | +12,596.5% | +1,147.4% | +11,449.2% | +6,274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling