+164.3%
EWY vs DHI
-16.9%
+181.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.8% | +5.0% |
| 7D | +4.8% | -3.1% | +8.0% | +5.9% |
| 30D | +11.7% | -5.5% | +17.1% | +13.6% |
| 3M | -7.4% | -2.2% | -5.2% | -6.6% |
| 6M | +40.6% | -6.0% | +46.5% | +39.3% |
| YTD | +94.3% | 0.0% | +94.3% | +92.3% |
| 1Y | +164.3% | -18.2% | +182.5% | +164.6% |
| All | +164.3% | -16.9% | +181.2% | +164.6% |
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 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