+851.5%
DE vs DHI
+414.5%
+437.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | -2.6% | -3.4% | +0.8% | -1.6% |
| 30D | +9.0% | -5.4% | +14.5% | +10.6% |
| 3M | +19.1% | -10.4% | +29.6% | +22.6% |
| 6M | +14.4% | -2.8% | +17.2% | +14.4% |
| YTD | +45.9% | -3.4% | +49.4% | +45.8% |
| 1Y | +43.6% | -22.9% | +66.5% | +52.9% |
| 3Y | +75.9% | +20.7% | +55.2% | +57.2% |
| 5Y | +98.8% | +62.1% | +36.6% | +55.2% |
| All | +851.5% | +414.5% | +437.0% | +379.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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