+13,246.8%
DHI vs CMS
+1,198.3%
+12,048.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -4.1% | +1.7% | -5.8% | -4.7% |
| 30D | +9.3% | +6.2% | +3.1% | +6.9% |
| 3M | -2.6% | +0.6% | -3.2% | -2.7% |
| 6M | +4.1% | -1.8% | +5.9% | +4.9% |
| YTD | +2.3% | +3.8% | -1.5% | +0.8% |
| 1Y | +2.7% | -1.8% | +4.5% | +3.4% |
| 3Y | +23.2% | +39.8% | -16.6% | +7.9% |
| 5Y | +57.3% | +37.1% | +20.2% | +37.7% |
| 10Y | +497.8% | +138.6% | +359.2% | +322.8% |
| All | +13,246.8% | +1,198.3% | +12,048.5% | +6,507.2% |
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 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