+46.6%
EWZ vs DHI
+19.0%
+27.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | +1.1% | -6.1% | +7.2% | +2.1% |
| 30D | +13.5% | -10.1% | +23.6% | +15.2% |
| 3M | +15.2% | -7.3% | +22.6% | +16.2% |
| 6M | +3.7% | -6.1% | +9.8% | +4.1% |
| YTD | +22.5% | -5.0% | +27.6% | +22.5% |
| 1Y | +35.3% | -22.1% | +57.4% | +38.8% |
| All | +46.6% | +19.0% | +27.6% | +26.6% |
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