-22.9%
DHI vs ECL
+3.7%
-26.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.3% |
| 7D | -3.4% | -1.1% | -2.3% | -2.5% |
| 30D | -5.4% | -0.8% | -4.6% | -4.8% |
| 3M | -10.4% | +5.0% | -15.5% | -13.7% |
| 6M | -2.8% | +0.2% | -3.0% | -3.6% |
| YTD | -3.4% | +5.8% | -9.2% | -7.0% |
| 1Y | -22.9% | +1.5% | -24.5% | -24.4% |
| All | -22.9% | +3.7% | -26.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling