+721.5%
DHI vs CNH
+59.0%
+662.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | -2.3% | +1.8% | -4.2% | -3.0% |
| 30D | -5.3% | +32.6% | -37.9% | -15.1% |
| 3M | -7.8% | +29.4% | -37.2% | -16.8% |
| 6M | -5.4% | +26.0% | -31.3% | -14.3% |
| YTD | -2.7% | +52.2% | -54.9% | -18.0% |
| 1Y | -21.0% | +23.9% | -44.8% | -28.4% |
| 3Y | +22.2% | +10.1% | +12.1% | +12.4% |
| 5Y | +62.2% | +13.2% | +49.0% | +42.7% |
| 10Y | +414.3% | +160.7% | +253.6% | +209.7% |
| All | +721.5% | +59.0% | +662.6% | +453.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling