+2,664.4%
DHI vs ELV
+2,514.3%
+150.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -2.8% |
| 7D | -3.4% | +2.8% | -6.2% | -4.5% |
| 30D | -5.4% | +4.9% | -10.3% | -7.3% |
| 3M | -10.4% | +4.9% | -15.3% | -13.0% |
| 6M | -2.8% | +45.1% | -47.8% | -17.2% |
| YTD | -3.4% | +20.7% | -24.1% | -12.5% |
| 1Y | -22.9% | +35.0% | -57.9% | -33.4% |
| 3Y | +20.7% | -2.4% | +23.1% | +14.1% |
| 5Y | +62.1% | +25.5% | +36.7% | +34.8% |
| 10Y | +410.4% | +277.1% | +133.4% | +150.4% |
| All | +2,664.4% | +2,514.3% | +150.1% | +642.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling