-18.2%
DHI vs ETR
+23.8%
-42.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -3.1% | +1.4% | -4.6% | -3.7% |
| 30D | -5.5% | +1.0% | -6.4% | -5.9% |
| 3M | -2.2% | -1.3% | -1.0% | -1.6% |
| 6M | -6.0% | +1.9% | -7.8% | -7.4% |
| YTD | 0.0% | +18.2% | -18.2% | -10.8% |
| 1Y | -18.2% | +24.7% | -42.9% | -28.0% |
| All | -18.2% | +23.8% | -42.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling