+63.2%
DHI vs CNH
+8.8%
+54.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -3.4% | -5.7% | +2.3% | -1.5% |
| 30D | -5.4% | +26.6% | -32.0% | -13.4% |
| 3M | -10.4% | +31.1% | -41.5% | -19.2% |
| 6M | -2.8% | +24.9% | -27.6% | -11.3% |
| YTD | -3.4% | +48.7% | -52.1% | -17.4% |
| 1Y | -22.9% | +22.2% | -45.1% | -29.6% |
| 3Y | +20.7% | +7.4% | +13.3% | +12.1% |
| All | +63.2% | +8.8% | +54.4% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling