+117.8%
EW vs DHI
+414.5%
-296.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.2% |
| 7D | -6.2% | -3.4% | -2.7% | -5.3% |
| 30D | -9.3% | -5.4% | -3.9% | -8.1% |
| 3M | -1.6% | -10.4% | +8.8% | +0.8% |
| 6M | -0.8% | -2.8% | +1.9% | -1.0% |
| YTD | -1.0% | -3.4% | +2.4% | -1.4% |
| 1Y | +8.2% | -22.9% | +31.1% | +13.9% |
| 3Y | +12.7% | +20.7% | -8.0% | +0.3% |
| 5Y | -30.2% | +62.1% | -92.3% | -44.8% |
| All | +117.8% | +414.5% | -296.7% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling