+20.7%
DHI vs EL
-34.0%
+54.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -3.4% | -6.5% | +3.1% | -2.2% |
| 30D | -5.4% | +11.1% | -16.6% | -7.4% |
| 3M | -10.4% | +10.7% | -21.2% | -12.3% |
| 6M | -2.8% | +6.9% | -9.6% | -4.7% |
| YTD | -3.4% | -6.3% | +2.9% | -3.8% |
| 1Y | -22.9% | +13.5% | -36.4% | -25.7% |
| 3Y | +20.7% | -33.1% | +53.7% | +19.4% |
| All | +20.7% | -34.0% | +54.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling