+396.1%
DHI vs EXPD
+324.8%
+71.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.7% |
| 7D | -6.1% | +1.2% | -7.3% | -6.7% |
| 30D | -10.1% | +6.8% | -16.9% | -13.3% |
| 3M | -7.3% | +14.9% | -22.3% | -14.4% |
| 6M | -6.1% | +34.6% | -40.7% | -20.8% |
| YTD | -5.0% | +27.7% | -32.7% | -18.8% |
| 1Y | -22.1% | +57.7% | -79.8% | -41.4% |
| 3Y | +19.2% | +70.9% | -51.7% | -15.8% |
| 5Y | +59.4% | +59.5% | -0.1% | +14.5% |
| All | +396.1% | +324.8% | +71.3% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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