+404.6%
DHI vs COO
+17.0%
+387.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -3.4% | -22.5% | +19.1% | +8.4% |
| 30D | -5.4% | -29.7% | +24.3% | +11.2% |
| 3M | -10.4% | -20.1% | +9.7% | -1.1% |
| 6M | -2.8% | -26.9% | +24.1% | +11.7% |
| YTD | -3.4% | -34.2% | +30.8% | +16.6% |
| 1Y | -22.9% | -21.3% | -1.7% | -15.2% |
| 3Y | +20.7% | -38.7% | +59.4% | +45.5% |
| 5Y | +62.1% | -52.2% | +114.3% | +117.1% |
| All | +404.6% | +17.0% | +387.6% | +375.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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