+404.6%
DHI vs ETR
+296.9%
+107.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -3.4% | -1.8% | -1.6% | -2.6% |
| 30D | -5.4% | -1.8% | -3.7% | -4.7% |
| 3M | -10.4% | -3.6% | -6.9% | -8.9% |
| 6M | -2.8% | +2.6% | -5.4% | -4.5% |
| YTD | -3.4% | +16.0% | -19.4% | -10.7% |
| 1Y | -22.9% | +20.1% | -43.0% | -29.9% |
| 3Y | +20.7% | +143.6% | -122.9% | -26.3% |
| 5Y | +62.1% | +124.4% | -62.2% | +1.4% |
| All | +404.6% | +296.9% | +107.7% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling