+12,945.6%
DHI vs ES
+941.4%
+12,004.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | -3.1% | +0.3% | -3.4% | -3.3% |
| 30D | -5.5% | -2.0% | -3.5% | -4.7% |
| 3M | -2.2% | +1.7% | -3.9% | -3.0% |
| 6M | -6.0% | -3.5% | -2.4% | -4.7% |
| YTD | 0.0% | +7.9% | -7.9% | -3.6% |
| 1Y | -18.2% | +17.2% | -35.4% | -24.6% |
| 3Y | +22.5% | +29.3% | -6.8% | +6.1% |
| 5Y | +58.4% | -5.7% | +64.1% | +56.2% |
| 10Y | +405.2% | +85.2% | +320.0% | +258.1% |
| All | +12,945.6% | +941.4% | +12,004.2% | +5,225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling