+9.1%
DHI vs ESI
+27.8%
-18.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.6% | +12.7% | +8.7% |
| 7D | +9.8% | -6.6% | +16.3% | +10.7% |
| 30D | +17.8% | -10.9% | +28.8% | +19.6% |
| 3M | +4.7% | -13.8% | +18.5% | +6.8% |
| 6M | +10.0% | -21.5% | +31.6% | +13.3% |
| YTD | +10.0% | +34.7% | -24.7% | -7.3% |
| 1Y | +9.1% | +24.9% | -15.8% | -4.7% |
| All | +9.1% | +27.8% | -18.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling