+12,501.5%
DHI vs EFX
+5,673.5%
+6,828.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -3.4% | -4.5% | +1.1% | -1.2% |
| 30D | -5.4% | -6.1% | +0.6% | -2.7% |
| 3M | -10.4% | +6.2% | -16.7% | -13.8% |
| 6M | -2.8% | -11.2% | +8.4% | +1.3% |
| YTD | -3.4% | -21.4% | +18.0% | +5.3% |
| 1Y | -22.9% | -34.3% | +11.4% | -8.5% |
| 3Y | +20.7% | -12.5% | +33.2% | +20.3% |
| 5Y | +62.1% | -35.6% | +97.7% | +85.0% |
| 10Y | +410.4% | +41.8% | +368.6% | +274.2% |
| All | +12,501.5% | +5,673.5% | +6,828.0% | +4,043.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling