+155.8%
EXC vs DHI
+414.5%
-258.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -1.1% | -3.4% | +2.3% | -0.4% |
| 30D | -3.6% | -5.4% | +1.8% | -2.6% |
| 3M | -4.3% | -10.4% | +6.2% | -2.2% |
| 6M | -9.9% | -2.8% | -7.2% | -10.1% |
| YTD | +1.8% | -3.4% | +5.2% | +1.4% |
| 1Y | +2.9% | -22.9% | +25.8% | +7.5% |
| 3Y | +19.1% | +20.7% | -1.6% | +7.7% |
| 5Y | +44.8% | +62.1% | -17.3% | +16.7% |
| All | +155.8% | +414.5% | -258.7% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling