+20.7%
DHI vs ESI
+74.1%
-53.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -3.4% | -4.6% | +1.2% | -2.1% |
| 30D | -5.4% | -10.5% | +5.1% | -2.5% |
| 3M | -10.4% | -19.8% | +9.4% | -5.4% |
| 6M | -2.8% | +5.8% | -8.6% | -7.8% |
| YTD | -3.4% | +38.3% | -41.7% | -17.6% |
| 1Y | -22.9% | +31.5% | -54.4% | -33.4% |
| 3Y | +20.7% | +80.7% | -60.0% | -15.7% |
| All | +20.7% | +74.1% | -53.4% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling