+63.2%
DHI vs ES
-6.1%
+69.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -3.4% | -3.6% | +0.2% | -2.0% |
| 30D | -5.4% | -4.2% | -1.2% | -3.8% |
| 3M | -10.4% | +0.1% | -10.6% | -10.5% |
| 6M | -2.8% | -6.2% | +3.5% | -0.5% |
| YTD | -3.4% | +4.1% | -7.5% | -5.1% |
| 1Y | -22.9% | +10.2% | -33.1% | -26.7% |
| 3Y | +20.7% | +26.1% | -5.4% | +6.4% |
| All | +63.2% | -6.1% | +69.3% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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