+20.7%
DHI vs ETR
+143.8%
-123.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -3.4% | -1.8% | -1.6% | -2.9% |
| 30D | -5.4% | -1.8% | -3.7% | -5.0% |
| 3M | -10.4% | -3.6% | -6.9% | -9.5% |
| 6M | -2.8% | +2.6% | -5.4% | -3.7% |
| YTD | -3.4% | +16.0% | -19.4% | -7.5% |
| 1Y | -22.9% | +20.1% | -43.0% | -26.7% |
| 3Y | +20.7% | +143.6% | -122.9% | -14.4% |
| All | +20.7% | +143.8% | -123.2% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling