+2,883.3%
EMR vs DHI
+12,501.5%
-9,618.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.2% |
| 7D | -0.4% | -3.4% | +3.0% | +0.3% |
| 30D | -6.8% | -5.4% | -1.3% | -5.7% |
| 3M | +7.5% | -10.4% | +17.9% | +9.9% |
| 6M | +9.9% | -2.8% | +12.6% | +10.4% |
| YTD | +16.0% | -3.4% | +19.4% | +16.5% |
| 1Y | +12.4% | -22.9% | +35.4% | +18.3% |
| 3Y | +60.2% | +20.7% | +39.6% | +49.9% |
| 5Y | +67.9% | +62.1% | +5.7% | +44.8% |
| 10Y | +282.0% | +410.4% | -128.4% | +151.9% |
| All | +2,883.3% | +12,501.5% | -9,618.2% | +1,022.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling