+63.2%
DHI vs COO
-52.5%
+115.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -3.4% | -22.5% | +19.1% | +8.7% |
| 30D | -5.4% | -29.7% | +24.3% | +11.7% |
| 3M | -10.4% | -20.1% | +9.7% | -0.9% |
| 6M | -2.8% | -26.9% | +24.1% | +12.1% |
| YTD | -3.4% | -34.2% | +30.8% | +17.3% |
| 1Y | -22.9% | -21.3% | -1.7% | -15.0% |
| 3Y | +20.7% | -38.7% | +59.4% | +45.8% |
| All | +63.2% | -52.5% | +115.7% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling