-29.3%
EW vs DHI
+61.2%
-90.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.2% |
| 7D | -6.2% | -3.4% | -2.7% | -5.4% |
| 30D | -9.3% | -5.4% | -3.9% | -8.2% |
| 3M | -1.6% | -10.4% | +8.8% | +0.6% |
| 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% | +13.6% |
| 3Y | +12.7% | +20.7% | -8.0% | -2.2% |
| All | -29.3% | +61.2% | -90.5% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling