+12,596.5%
DHI vs COO
+5,685.5%
+6,911.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.5% | +1.3% |
| 7D | -2.3% | -9.0% | +6.6% | -1.0% |
| 30D | -5.3% | -16.8% | +11.6% | -2.6% |
| 3M | -7.8% | -7.5% | -0.3% | -6.7% |
| 6M | -5.4% | -16.3% | +10.9% | -2.9% |
| YTD | -2.7% | -22.5% | +19.9% | +1.0% |
| 1Y | -21.0% | -7.0% | -14.0% | -20.2% |
| 3Y | +22.2% | -27.5% | +49.6% | +27.3% |
| 5Y | +62.2% | -43.3% | +105.5% | +74.8% |
| 10Y | +414.3% | +37.6% | +376.7% | +393.9% |
| All | +12,596.5% | +5,685.5% | +6,911.0% | +7,759.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling