+353.2%
EWZ vs DHI
+5,042.4%
-4,689.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +0.8% | -4.1% | +4.8% | +2.0% |
| 30D | -24.4% | +9.3% | -33.6% | -26.7% |
| 3M | -4.6% | -2.6% | -2.0% | -4.5% |
| 6M | -11.6% | +4.1% | -15.7% | -13.7% |
| YTD | +2.4% | +2.3% | +0.1% | -0.2% |
| 1Y | +2.1% | +2.7% | -0.7% | -0.9% |
| 3Y | +18.7% | +23.2% | -4.5% | +4.2% |
| 5Y | +54.2% | +57.3% | -3.2% | +20.5% |
| 10Y | +65.9% | +497.8% | -431.9% | -19.5% |
| All | +353.2% | +5,042.4% | -4,689.1% | +1.7% |
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