+404.6%
DHI vs COPX
+583.8%
-179.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.4% | -2.3% | -1.1% | -2.8% |
| 30D | -5.4% | +0.3% | -5.7% | -5.8% |
| 3M | -10.4% | +6.8% | -17.3% | -13.2% |
| 6M | -2.8% | +7.9% | -10.7% | -7.2% |
| YTD | -3.4% | +23.7% | -27.1% | -13.2% |
| 1Y | -22.9% | +71.5% | -94.4% | -38.9% |
| 3Y | +20.7% | +149.1% | -128.4% | -19.3% |
| 5Y | +62.1% | +167.3% | -105.2% | +1.4% |
| All | +404.6% | +583.8% | -179.2% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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