+403.9%
DHI vs ELF
+303.8%
+100.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -3.4% | -11.6% | +8.2% | -1.1% |
| 30D | -5.4% | +4.6% | -10.1% | -6.4% |
| 3M | -10.4% | +59.7% | -70.2% | -18.9% |
| 6M | -2.8% | +21.2% | -24.0% | -7.7% |
| YTD | -3.4% | +27.4% | -30.9% | -10.0% |
| 1Y | -22.9% | -29.8% | +6.9% | -21.0% |
| 3Y | +20.7% | -28.5% | +49.1% | +12.1% |
| 5Y | +62.1% | +220.0% | -157.9% | -2.5% |
| All | +403.9% | +303.8% | +100.1% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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