+12,556.3%
DHI vs CP
+9,904.3%
+2,652.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -2.0% | +2.4% | -4.5% | -3.3% |
| 30D | -8.3% | -0.5% | -7.8% | -8.1% |
| 3M | -3.7% | +1.4% | -5.1% | -4.5% |
| 6M | -5.4% | +10.3% | -15.7% | -10.2% |
| YTD | -3.0% | +24.3% | -27.3% | -13.7% |
| 1Y | -23.8% | +20.4% | -44.3% | -31.1% |
| 3Y | +21.8% | +21.8% | 0.0% | +8.4% |
| 5Y | +59.6% | +31.5% | +28.1% | +34.3% |
| 10Y | +391.2% | +223.2% | +168.0% | +155.0% |
| All | +12,556.3% | +9,904.3% | +2,652.0% | +1,794.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling