-2.8%
DHI vs ELV
+50.0%
-52.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.4% |
| 7D | -3.4% | +2.8% | -6.2% | -3.2% |
| 30D | -5.4% | +4.9% | -10.3% | -5.0% |
| 3M | -10.4% | +4.9% | -15.3% | -9.6% |
| 6M | -2.8% | +45.1% | -47.8% | -13.6% |
| All | -2.8% | +50.0% | -52.8% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling