+63.2%
DHI vs ESI
+67.8%
-4.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -3.4% | -4.6% | +1.2% | -1.6% |
| 30D | -5.4% | -10.5% | +5.1% | -1.5% |
| 3M | -10.4% | -19.8% | +9.4% | -3.7% |
| 6M | -2.8% | +5.8% | -8.6% | -9.0% |
| YTD | -3.4% | +38.3% | -41.7% | -21.1% |
| 1Y | -22.9% | +31.5% | -54.4% | -35.9% |
| 3Y | +20.7% | +80.7% | -60.0% | -19.2% |
| All | +63.2% | +67.8% | -4.6% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling