+20.7%
DHI vs ELF
-29.5%
+50.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.6% |
| 7D | -3.4% | -11.6% | +8.2% | -2.0% |
| 30D | -5.4% | +4.6% | -10.1% | -6.0% |
| 3M | -10.4% | +59.7% | -70.2% | -15.4% |
| 6M | -2.8% | +21.2% | -24.0% | -5.7% |
| YTD | -3.4% | +27.4% | -30.9% | -7.2% |
| 1Y | -22.9% | -29.8% | +6.9% | -21.9% |
| 3Y | +20.7% | -28.5% | +49.1% | +11.7% |
| All | +20.7% | -29.5% | +50.2% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling