+63.2%
DHI vs ENB
+61.6%
+1.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -3.4% | -4.7% | +1.2% | -1.3% |
| 30D | -5.4% | -5.9% | +0.4% | -3.0% |
| 3M | -10.4% | -14.2% | +3.8% | -4.2% |
| 6M | -2.8% | -8.6% | +5.8% | +0.6% |
| YTD | -3.4% | +3.9% | -7.3% | -6.5% |
| 1Y | -22.9% | +1.8% | -24.7% | -24.6% |
| 3Y | +20.7% | +68.5% | -47.8% | -11.4% |
| All | +63.2% | +61.6% | +1.6% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling