-22.9%
DHI vs ED
+13.4%
-36.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | -5.4% | -0.4% | -5.0% | -5.4% |
| 3M | -10.4% | +0.5% | -10.9% | -10.3% |
| 6M | -2.8% | -3.1% | +0.4% | -2.3% |
| YTD | -3.4% | +9.8% | -13.2% | -4.2% |
| 1Y | -22.9% | +12.6% | -35.5% | -24.4% |
| All | -22.9% | +13.4% | -36.3% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling