+63.2%
DHI vs ECL
+27.6%
+35.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.6% |
| 7D | -3.4% | -1.1% | -2.3% | -2.7% |
| 30D | -5.4% | -0.8% | -4.6% | -4.9% |
| 3M | -10.4% | +5.0% | -15.5% | -13.2% |
| 6M | -2.8% | +0.2% | -3.0% | -2.8% |
| YTD | -3.4% | +5.8% | -9.2% | -6.7% |
| 1Y | -22.9% | +1.5% | -24.5% | -23.7% |
| 3Y | +20.7% | +55.0% | -34.3% | -10.4% |
| All | +63.2% | +27.6% | +35.7% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling