+16.9%
EFA vs DHI
+9.6%
+7.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +1.0% |
| 7D | +2.0% | +9.8% | -7.8% | +0.1% |
| 30D | +1.6% | +17.8% | -16.2% | -1.8% |
| 3M | -1.5% | +4.7% | -6.2% | -2.6% |
| 6M | +6.6% | +10.0% | -3.4% | +4.0% |
| YTD | +11.8% | +10.0% | +1.9% | +7.8% |
| 1Y | +16.9% | +9.1% | +7.7% | +12.0% |
| All | +16.9% | +9.6% | +7.2% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling