+63.2%
DHI vs EWJ
+50.5%
+12.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | 0.0% |
| 7D | -3.4% | +0.3% | -3.7% | -3.6% |
| 30D | -5.4% | +0.8% | -6.2% | -6.0% |
| 3M | -10.4% | +7.5% | -17.9% | -15.7% |
| 6M | -2.8% | +15.6% | -18.4% | -14.0% |
| YTD | -3.4% | +22.7% | -26.1% | -19.0% |
| 1Y | -22.9% | +26.4% | -49.3% | -37.1% |
| 3Y | +20.7% | +72.5% | -51.8% | -29.0% |
| All | +63.2% | +50.5% | +12.7% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling