+404.6%
DHI vs CNH
+158.6%
+246.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -3.4% | -5.7% | +2.3% | -1.3% |
| 30D | -5.4% | +26.6% | -32.0% | -14.1% |
| 3M | -10.4% | +31.1% | -41.5% | -20.0% |
| 6M | -2.8% | +24.9% | -27.6% | -12.1% |
| YTD | -3.4% | +48.7% | -52.1% | -18.5% |
| 1Y | -22.9% | +22.2% | -45.1% | -30.2% |
| 3Y | +20.7% | +7.4% | +13.3% | +11.6% |
| 5Y | +62.1% | +10.8% | +51.3% | +42.4% |
| All | +404.6% | +158.6% | +246.0% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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