+432.5%
EWZ vs DHI
+4,926.3%
-4,493.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +6.5% | -3.1% | +9.6% | +7.5% |
| 30D | +4.8% | -5.5% | +10.3% | +6.4% |
| 3M | +9.9% | -2.2% | +12.1% | +9.9% |
| 6M | +1.9% | -6.0% | +7.9% | +3.0% |
| YTD | +20.3% | 0.0% | +20.3% | +18.7% |
| 1Y | +35.6% | -18.2% | +53.9% | +41.6% |
| 3Y | +43.4% | +22.5% | +20.9% | +26.7% |
| 5Y | +55.9% | +58.4% | -2.4% | +22.1% |
| 10Y | +84.2% | +405.2% | -321.0% | -5.4% |
| All | +432.5% | +4,926.3% | -4,493.8% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling