+149.4%
EWT vs DHI
+61.2%
+88.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.5% |
| 7D | -1.1% | -3.4% | +2.3% | -0.4% |
| 30D | +4.5% | -5.4% | +9.9% | +5.7% |
| 3M | +8.3% | -10.4% | +18.7% | +10.5% |
| 6M | +54.2% | -2.8% | +57.0% | +54.3% |
| YTD | +74.6% | -3.4% | +78.0% | +74.3% |
| 1Y | +84.9% | -22.9% | +107.8% | +93.3% |
| 3Y | +197.5% | +20.7% | +176.8% | +169.5% |
| All | +149.4% | +61.2% | +88.2% | +103.3% |
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 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