+347.0%
EWZ vs DHI
+5,003.5%
-4,656.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | +0.1% | -8.0% | +8.1% | +2.6% |
| 30D | -25.9% | +7.0% | -32.9% | -27.7% |
| 3M | -6.1% | -0.6% | -5.5% | -6.6% |
| 6M | -16.1% | +1.5% | -17.6% | -17.5% |
| YTD | +1.0% | +1.5% | -0.5% | -1.4% |
| 1Y | 0.0% | +0.4% | -0.5% | -2.3% |
| 3Y | +16.8% | +21.9% | -5.0% | +2.9% |
| 5Y | +52.1% | +56.1% | -4.1% | +19.1% |
| 10Y | +63.6% | +493.3% | -429.7% | -20.4% |
| All | +347.0% | +5,003.5% | -4,656.5% | +0.5% |
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