+404.6%
DHI vs EIX
+19.9%
+384.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | -5.4% | -19.3% | +13.9% | +0.4% |
| 3M | -10.4% | -21.7% | +11.2% | -3.8% |
| 6M | -2.8% | -19.8% | +17.1% | +3.2% |
| YTD | -3.4% | -3.0% | -0.4% | -5.4% |
| 1Y | -22.9% | +5.1% | -28.0% | -27.1% |
| 3Y | +20.7% | -7.0% | +27.7% | +17.0% |
| 5Y | +62.1% | +22.0% | +40.1% | +37.3% |
| All | +404.6% | +19.9% | +384.7% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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