+12,596.5%
DHI vs ED
+1,884.8%
+10,711.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | -2.3% | -0.2% | -2.2% | -2.3% |
| 30D | -5.3% | +1.9% | -7.2% | -6.2% |
| 3M | -7.8% | +1.9% | -9.6% | -8.7% |
| 6M | -5.4% | -2.3% | -3.1% | -4.7% |
| YTD | -2.7% | +10.9% | -13.6% | -7.9% |
| 1Y | -21.0% | +14.5% | -35.5% | -26.5% |
| 3Y | +22.2% | +33.4% | -11.2% | +4.1% |
| 5Y | +62.2% | +67.3% | -5.1% | +22.3% |
| 10Y | +414.3% | +110.7% | +303.6% | +229.7% |
| All | +12,596.5% | +1,884.8% | +10,711.7% | +3,555.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling