+59.4%
DHI vs CP
+32.2%
+27.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -1.6% |
| 7D | -6.1% | -2.7% | -3.4% | -4.7% |
| 30D | -10.1% | -3.4% | -6.7% | -8.4% |
| 3M | -7.3% | -0.6% | -6.7% | -7.1% |
| 6M | -6.1% | +6.3% | -12.4% | -9.4% |
| YTD | -5.0% | +21.2% | -26.2% | -15.0% |
| 1Y | -22.1% | +20.0% | -42.1% | -29.9% |
| 3Y | +19.2% | +18.7% | +0.5% | +6.5% |
| 5Y | +59.4% | +34.8% | +24.6% | +28.9% |
| All | +59.4% | +32.2% | +27.2% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling