+20.7%
DHI vs EAT
+578.9%
-558.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -3.4% | -7.7% | +4.3% | -2.4% |
| 30D | -5.4% | -13.6% | +8.1% | -3.7% |
| 3M | -10.4% | +33.9% | -44.3% | -14.5% |
| 6M | -2.8% | +47.2% | -50.0% | -8.8% |
| YTD | -3.4% | +48.1% | -51.5% | -9.7% |
| 1Y | -22.9% | +33.7% | -56.6% | -27.1% |
| 3Y | +20.7% | +595.8% | -575.1% | -28.6% |
| All | +20.7% | +578.9% | -558.2% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling