+7,064.4%
DHI vs EL
+1,598.2%
+5,466.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.5% |
| 7D | -2.3% | -2.4% | 0.0% | -1.4% |
| 30D | -5.3% | +13.7% | -18.9% | -10.8% |
| 3M | -7.8% | +14.5% | -22.3% | -13.5% |
| 6M | -5.4% | +7.4% | -12.8% | -10.4% |
| YTD | -2.7% | -4.7% | +2.0% | -4.5% |
| 1Y | -21.0% | +12.9% | -33.9% | -28.7% |
| 3Y | +22.2% | -32.2% | +54.4% | +24.2% |
| 5Y | +62.2% | -68.4% | +130.6% | +129.1% |
| 10Y | +414.3% | +28.3% | +386.0% | +258.4% |
| All | +7,064.4% | +1,598.2% | +5,466.2% | +1,749.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling