+20.7%
DHI vs ED
+33.0%
-12.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -5.4% | -0.4% | -5.0% | -5.3% |
| 3M | -10.4% | +0.5% | -10.9% | -10.6% |
| 6M | -2.8% | -3.1% | +0.4% | -1.9% |
| YTD | -3.4% | +9.8% | -13.2% | -7.0% |
| 1Y | -22.9% | +12.6% | -35.5% | -26.6% |
| 3Y | +20.7% | +31.4% | -10.7% | +2.5% |
| All | +20.7% | +33.0% | -12.3% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling