+42.1%
EWY vs DHI
-4.2%
+46.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.2% |
| 7D | -0.1% | -3.4% | +3.3% | +2.0% |
| 30D | +7.3% | -5.4% | +12.7% | +10.6% |
| 3M | -5.1% | -10.4% | +5.3% | +1.2% |
| 6M | +42.1% | -2.8% | +44.8% | +33.3% |
| All | +42.1% | -4.2% | +46.3% | +33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling