+7,632.9%
DHI vs EWJ
+157.4%
+7,475.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 3M | -10.4% | +7.5% | -17.9% | -15.3% |
| 6M | -2.8% | +15.6% | -18.4% | -12.8% |
| YTD | -3.4% | +22.7% | -26.1% | -17.1% |
| 1Y | -22.9% | +26.4% | -49.3% | -35.3% |
| 3Y | +20.7% | +72.5% | -51.8% | -19.9% |
| 5Y | +62.1% | +52.4% | +9.7% | +18.5% |
| 10Y | +410.4% | +143.8% | +266.6% | +175.5% |
| All | +7,632.9% | +157.4% | +7,475.6% | +3,462.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling