+12,289.5%
DHI vs ETR
+3,219.9%
+9,069.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.9% |
| 7D | -6.1% | -1.9% | -4.2% | -5.4% |
| 30D | -10.1% | -0.2% | -9.9% | -10.1% |
| 3M | -7.3% | -3.7% | -3.6% | -5.9% |
| 6M | -6.1% | +2.1% | -8.2% | -7.3% |
| YTD | -5.0% | +16.5% | -21.5% | -11.3% |
| 1Y | -22.1% | +22.5% | -44.6% | -28.8% |
| 3Y | +19.2% | +144.7% | -125.4% | -20.4% |
| 5Y | +59.4% | +125.2% | -65.8% | +8.8% |
| 10Y | +401.8% | +296.9% | +105.0% | +170.6% |
| All | +12,289.5% | +3,219.9% | +9,069.6% | +4,194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling