+374.4%
DHI vs EFV
+255.9%
+118.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.6% |
| 7D | -3.4% | -0.8% | -2.6% | -2.6% |
| 30D | -5.4% | +0.6% | -6.1% | -6.0% |
| 3M | -10.4% | +7.5% | -18.0% | -16.9% |
| 6M | -2.8% | +13.0% | -15.8% | -14.2% |
| YTD | -3.4% | +18.3% | -21.7% | -19.0% |
| 1Y | -22.9% | +26.7% | -49.6% | -39.7% |
| 3Y | +20.7% | +89.6% | -68.9% | -37.9% |
| 5Y | +62.1% | +98.2% | -36.1% | -20.9% |
| 10Y | +410.4% | +167.4% | +243.1% | +80.8% |
| All | +374.4% | +255.9% | +118.5% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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