+404.6%
DHI vs EWJ
+144.4%
+260.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | -0.2% |
| 7D | -3.4% | +0.3% | -3.7% | -3.6% |
| 30D | -5.4% | +0.8% | -6.2% | -6.1% |
| 3M | -10.4% | +7.5% | -17.9% | -16.6% |
| 6M | -2.8% | +15.6% | -18.4% | -15.7% |
| YTD | -3.4% | +22.7% | -26.1% | -21.2% |
| 1Y | -22.9% | +26.4% | -49.3% | -39.0% |
| 3Y | +20.7% | +72.5% | -51.8% | -32.3% |
| 5Y | +62.1% | +52.4% | +9.7% | +3.6% |
| All | +404.6% | +144.4% | +260.2% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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