+59.5%
EWZ vs DHI
+61.2%
-1.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | +0.9% | -3.4% | +4.3% | +1.4% |
| 30D | +12.8% | -5.4% | +18.2% | +13.8% |
| 3M | +10.8% | -10.4% | +21.2% | +12.5% |
| 6M | +2.5% | -2.8% | +5.3% | +2.5% |
| YTD | +21.4% | -3.4% | +24.8% | +21.1% |
| 1Y | +32.8% | -22.9% | +55.7% | +37.4% |
| 3Y | +45.2% | +20.7% | +24.5% | +34.2% |
| All | +59.5% | +61.2% | -1.7% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling