+404.6%
DHI vs ED
+108.5%
+296.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -3.4% | -0.8% | -2.6% | -3.1% |
| 30D | -5.4% | -0.4% | -5.0% | -5.3% |
| 3M | -10.4% | +0.5% | -10.9% | -10.7% |
| 6M | -2.8% | -3.1% | +0.4% | -1.8% |
| YTD | -3.4% | +9.8% | -13.2% | -7.4% |
| 1Y | -22.9% | +12.6% | -35.5% | -27.0% |
| 3Y | +20.7% | +31.4% | -10.7% | +6.1% |
| 5Y | +62.1% | +69.4% | -7.3% | +27.8% |
| All | +404.6% | +108.5% | +296.1% | +276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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