+74.1%
DHI vs EXE
+188.3%
-114.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -6.1% | -2.2% | -3.9% | -6.0% |
| 30D | -10.1% | -0.8% | -9.3% | -10.1% |
| 3M | -7.3% | +10.0% | -17.4% | -8.1% |
| 6M | -6.1% | -6.3% | +0.2% | -5.7% |
| YTD | -5.0% | -10.7% | +5.6% | -4.3% |
| 1Y | -22.1% | +2.7% | -24.8% | -22.7% |
| 3Y | +19.2% | +19.1% | +0.1% | +14.3% |
| 5Y | +59.4% | +105.4% | -46.0% | +38.5% |
| All | +74.1% | +188.3% | -114.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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