+404.6%
DHI vs CPB
-45.3%
+449.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -3.4% | -1.8% | -1.6% | -3.0% |
| 30D | -5.4% | -7.1% | +1.6% | -4.1% |
| 3M | -10.4% | -6.0% | -4.4% | -9.4% |
| 6M | -2.8% | -5.3% | +2.5% | -2.0% |
| YTD | -3.4% | -20.8% | +17.4% | +0.9% |
| 1Y | -22.9% | -33.8% | +10.9% | -16.5% |
| 3Y | +20.7% | -43.7% | +64.4% | +33.5% |
| 5Y | +62.1% | -40.7% | +102.9% | +77.2% |
| All | +404.6% | -45.3% | +449.9% | +453.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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