+404.6%
DHI vs ENB
+92.6%
+312.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | -3.4% | -4.7% | +1.2% | -1.1% |
| 30D | -5.4% | -5.9% | +0.4% | -2.7% |
| 3M | -10.4% | -14.2% | +3.8% | -3.5% |
| 6M | -2.8% | -8.6% | +5.8% | +1.1% |
| YTD | -3.4% | +3.9% | -7.3% | -6.3% |
| 1Y | -22.9% | +1.8% | -24.7% | -24.5% |
| 3Y | +20.7% | +68.5% | -47.8% | -10.7% |
| 5Y | +62.1% | +62.4% | -0.3% | +21.2% |
| All | +404.6% | +92.6% | +312.0% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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