+18.7%
DHI vs ESTC
+7.0%
+11.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -2.2% |
| 7D | -6.1% | -13.2% | +7.0% | -5.4% |
| 30D | -10.1% | +9.3% | -19.4% | -10.6% |
| 3M | -7.3% | +37.3% | -44.7% | -8.9% |
| 6M | -6.1% | +61.0% | -67.1% | -8.6% |
| YTD | -5.0% | +10.7% | -15.7% | -5.5% |
| 1Y | -22.1% | -7.2% | -14.9% | -21.7% |
| All | +18.7% | +7.0% | +11.6% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling