+18.7%
DHI vs CPB
-43.2%
+61.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.0% |
| 7D | -6.1% | -5.4% | -0.7% | -4.4% |
| 30D | -10.1% | -7.8% | -2.3% | -7.9% |
| 3M | -7.3% | -6.9% | -0.4% | -5.5% |
| 6M | -6.1% | -12.2% | +6.1% | -2.6% |
| YTD | -5.0% | -21.1% | +16.0% | +2.0% |
| 1Y | -22.1% | -33.5% | +11.4% | -11.2% |
| All | +18.7% | -43.2% | +61.8% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling