+222.9%
EWY vs DHI
+21.1%
+201.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.8% |
| 7D | -0.1% | -3.4% | +3.3% | +0.8% |
| 30D | +7.3% | -5.4% | +12.7% | +8.7% |
| 3M | -5.1% | -10.4% | +5.3% | -2.7% |
| 6M | +42.1% | -2.8% | +44.8% | +42.7% |
| YTD | +94.1% | -3.4% | +97.5% | +94.9% |
| 1Y | +147.8% | -22.9% | +170.7% | +158.4% |
| 3Y | +222.9% | +20.7% | +202.2% | +188.6% |
| All | +222.9% | +21.1% | +201.9% | +188.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling