+303.5%
EWY vs DHI
+414.5%
-111.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.8% |
| 7D | -0.1% | -3.4% | +3.3% | +0.9% |
| 30D | +7.3% | -5.4% | +12.7% | +9.0% |
| 3M | -5.1% | -10.4% | +5.3% | -2.3% |
| 6M | +42.1% | -2.8% | +44.8% | +43.0% |
| YTD | +94.1% | -3.4% | +97.5% | +95.1% |
| 1Y | +147.8% | -22.9% | +170.7% | +163.8% |
| 3Y | +222.9% | +20.7% | +202.2% | +190.6% |
| 5Y | +150.6% | +62.1% | +88.5% | +99.4% |
| All | +303.5% | +414.5% | -111.0% | +111.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling