+20.7%
DHI vs ELV
-2.1%
+22.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -3.4% | +3.2% | -6.6% | -3.8% |
| 30D | -5.4% | +5.4% | -10.8% | -6.0% |
| 3M | -10.4% | +5.4% | -15.8% | -11.2% |
| 6M | -2.8% | +45.7% | -48.5% | -8.9% |
| YTD | -3.4% | +21.2% | -24.6% | -7.0% |
| 1Y | -22.9% | +35.6% | -58.5% | -27.2% |
| 3Y | +20.7% | -2.0% | +22.7% | +18.3% |
| All | +20.7% | -2.1% | +22.8% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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