+89.4%
EWZ vs DHI
+414.5%
-325.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | +0.9% | -3.4% | +4.3% | +1.9% |
| 30D | +12.8% | -5.4% | +18.2% | +14.5% |
| 3M | +10.8% | -10.4% | +21.2% | +13.8% |
| 6M | +2.5% | -2.8% | +5.3% | +2.4% |
| YTD | +21.4% | -3.4% | +24.8% | +20.9% |
| 1Y | +32.8% | -22.9% | +55.7% | +41.2% |
| 3Y | +45.2% | +20.7% | +24.5% | +26.7% |
| 5Y | +63.0% | +62.1% | +0.9% | +21.7% |
| All | +89.4% | +414.5% | -325.1% | -15.3% |
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 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