-8.5%
EQT vs DHI
+9.9%
-18.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.6% |
| 7D | -6.9% | +7.6% | -14.5% | -6.4% |
| 30D | -3.2% | +15.3% | -18.5% | -2.3% |
| 3M | -0.9% | +4.4% | -5.3% | -0.7% |
| 6M | -13.0% | +8.3% | -21.3% | -12.2% |
| YTD | -4.4% | +10.4% | -14.8% | -3.4% |
| 1Y | -8.5% | +9.8% | -18.3% | -7.6% |
| All | -8.5% | +9.9% | -18.4% | -7.6% |
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