+723.9%
DHI vs ESI
+209.6%
+514.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -3.4% | -4.6% | +1.2% | -2.0% |
| 30D | -5.4% | -10.5% | +5.1% | -2.3% |
| 3M | -10.4% | -19.8% | +9.4% | -5.1% |
| 6M | -2.8% | +5.8% | -8.6% | -6.6% |
| YTD | -3.4% | +38.3% | -41.7% | -15.5% |
| 1Y | -22.9% | +31.5% | -54.4% | -31.7% |
| 3Y | +20.7% | +80.7% | -60.0% | -5.2% |
| 5Y | +62.1% | +69.4% | -7.3% | +29.1% |
| 10Y | +410.4% | +303.8% | +106.6% | +208.9% |
| All | +723.9% | +209.6% | +514.3% | +450.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling