+62.4%
EWY vs DHI
+9.6%
+52.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.1% | -10.0% | -4.0% |
| 7D | -8.3% | +9.8% | -18.1% | -11.0% |
| 30D | -20.5% | +17.8% | -38.4% | -25.3% |
| 3M | -11.1% | +4.7% | -15.8% | -12.4% |
| 6M | -7.0% | +10.0% | -17.0% | -9.9% |
| YTD | +56.5% | +10.0% | +46.5% | +48.5% |
| 1Y | +62.4% | +9.1% | +53.3% | +53.0% |
| All | +62.4% | +9.6% | +52.8% | +53.0% |
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