-5.4%
DHI vs COO
-15.7%
+10.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.5% | +2.9% |
| 7D | -2.3% | -9.0% | +6.6% | +1.6% |
| 30D | -5.3% | -16.8% | +11.6% | +2.4% |
| 3M | -7.8% | -7.5% | -0.3% | -5.1% |
| 6M | -5.4% | -16.3% | +10.9% | +7.5% |
| All | -5.4% | -15.7% | +10.3% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling