+91.4%
EXPE vs DHI
+61.2%
+30.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.8% |
| 7D | -5.8% | -3.4% | -2.4% | -4.5% |
| 30D | -13.6% | -5.4% | -8.2% | -11.7% |
| 3M | +25.2% | -10.4% | +35.6% | +30.4% |
| 6M | +22.3% | -2.8% | +25.1% | +23.1% |
| YTD | -0.3% | -3.4% | +3.1% | -0.3% |
| 1Y | +27.8% | -22.9% | +50.7% | +38.7% |
| 3Y | +162.4% | +20.7% | +141.8% | +117.7% |
| All | +91.4% | +61.2% | +30.1% | +34.0% |
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 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