+274.2%
DHI vs ESTC
+19.1%
+255.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.4% | -9.2% | +5.8% | -1.7% |
| 30D | -5.4% | +8.1% | -13.5% | -7.3% |
| 3M | -10.4% | +38.5% | -48.9% | -16.5% |
| 6M | -2.8% | +57.8% | -60.6% | -12.3% |
| YTD | -3.4% | +10.5% | -14.0% | -7.4% |
| 1Y | -22.9% | -6.4% | -16.5% | -24.2% |
| 3Y | +20.7% | +4.7% | +16.0% | +6.8% |
| 5Y | +62.1% | -47.8% | +109.9% | +57.8% |
| All | +274.2% | +19.1% | +255.1% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling