+404.6%
DHI vs CP
+232.0%
+172.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -3.4% | -2.6% | -0.8% | -1.9% |
| 30D | -5.4% | -3.7% | -1.7% | -3.3% |
| 3M | -10.4% | +0.1% | -10.6% | -10.6% |
| 6M | -2.8% | +7.8% | -10.6% | -7.1% |
| YTD | -3.4% | +21.7% | -25.1% | -14.3% |
| 1Y | -22.9% | +18.6% | -41.5% | -30.6% |
| 3Y | +20.7% | +17.5% | +3.1% | +7.7% |
| 5Y | +62.1% | +35.4% | +26.8% | +30.0% |
| All | +404.6% | +232.0% | +172.6% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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