+586.2%
EWT vs DHI
+5,192.4%
-4,606.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | -1.1% | -3.4% | +2.3% | -0.3% |
| 30D | +4.5% | -5.4% | +9.9% | +5.7% |
| 3M | +8.3% | -10.4% | +18.7% | +10.7% |
| 6M | +54.2% | -2.8% | +57.0% | +54.5% |
| YTD | +74.6% | -3.4% | +78.0% | +74.6% |
| 1Y | +84.9% | -22.9% | +107.8% | +94.1% |
| 3Y | +197.5% | +20.7% | +176.8% | +173.5% |
| 5Y | +150.6% | +62.1% | +88.5% | +109.9% |
| 10Y | +516.1% | +410.4% | +105.6% | +270.5% |
| All | +586.2% | +5,192.4% | -4,606.2% | +101.7% |
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