+404.6%
DHI vs EFX
+42.6%
+362.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -3.4% | -4.5% | +1.1% | -1.3% |
| 30D | -5.4% | -6.1% | +0.6% | -2.9% |
| 3M | -10.4% | +6.2% | -16.7% | -13.6% |
| 6M | -2.8% | -11.2% | +8.4% | +1.1% |
| YTD | -3.4% | -21.4% | +18.0% | +5.1% |
| 1Y | -22.9% | -34.3% | +11.4% | -8.8% |
| 3Y | +20.7% | -12.5% | +33.2% | +19.6% |
| 5Y | +62.1% | -35.6% | +97.7% | +81.6% |
| All | +404.6% | +42.6% | +362.0% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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