+404.6%
DHI vs EAT
+374.9%
+29.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -3.4% | -7.7% | +4.3% | -1.6% |
| 30D | -5.4% | -13.6% | +8.1% | -2.3% |
| 3M | -10.4% | +33.9% | -44.3% | -17.1% |
| 6M | -2.8% | +47.2% | -50.0% | -12.8% |
| YTD | -3.4% | +48.1% | -51.5% | -13.9% |
| 1Y | -22.9% | +33.7% | -56.6% | -30.1% |
| 3Y | +20.7% | +595.8% | -575.1% | -32.2% |
| 5Y | +62.1% | +314.4% | -252.2% | -1.1% |
| All | +404.6% | +374.9% | +29.6% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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