-2.8%
DHI vs ET
+21.1%
-23.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.2% |
| 7D | -3.4% | +0.2% | -3.6% | -3.2% |
| 30D | -5.4% | +2.9% | -8.3% | -3.5% |
| 3M | -10.4% | +16.8% | -27.2% | -1.4% |
| 6M | -2.8% | +18.9% | -21.6% | +7.8% |
| All | -2.8% | +21.1% | -23.8% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 6mo: compounded portfolio wealth divided by compounded ET 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…
6mo analysis · Full analysis span regression · 6 months rolling