+16.6%
EMR vs DHI
-16.9%
+33.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.2% |
| 7D | -1.5% | -3.1% | +1.6% | -0.3% |
| 30D | -5.6% | -5.5% | -0.2% | -3.7% |
| 3M | +7.9% | -2.2% | +10.1% | +8.4% |
| 6M | +6.0% | -6.0% | +12.0% | +6.8% |
| YTD | +16.4% | 0.0% | +16.5% | +15.0% |
| 1Y | +16.6% | -18.2% | +34.9% | +19.1% |
| All | +16.6% | -16.9% | +33.5% | +19.1% |
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