+12,596.5%
DHI vs ECL
+10,285.9%
+2,310.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.8% |
| 7D | -2.3% | -2.7% | +0.4% | -0.5% |
| 30D | -5.3% | -4.3% | -1.0% | -2.4% |
| 3M | -7.8% | +3.2% | -11.0% | -9.5% |
| 6M | -5.4% | -2.9% | -2.5% | -3.3% |
| YTD | -2.7% | +4.3% | -6.9% | -5.2% |
| 1Y | -21.0% | +1.6% | -22.6% | -21.8% |
| 3Y | +22.2% | +54.3% | -32.1% | -9.9% |
| 5Y | +62.2% | +26.5% | +35.7% | +34.1% |
| 10Y | +414.3% | +155.6% | +258.7% | +152.5% |
| All | +12,596.5% | +10,285.9% | +2,310.6% | +1,491.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling