+773.5%
EXPE vs DHI
+342.5%
+431.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -11.5% | -2.3% | -9.2% | -10.8% |
| 30D | -13.1% | -5.3% | -7.8% | -11.5% |
| 3M | +18.1% | -7.8% | +25.9% | +21.4% |
| 6M | +13.3% | -5.4% | +18.6% | +15.0% |
| YTD | -3.2% | -2.7% | -0.5% | -3.3% |
| 1Y | +26.1% | -21.0% | +47.1% | +34.5% |
| 3Y | +151.7% | +22.2% | +129.5% | +124.1% |
| 5Y | +88.3% | +62.2% | +26.2% | +50.4% |
| 10Y | +158.0% | +414.3% | -256.3% | +37.7% |
| All | +773.5% | +342.5% | +431.0% | +229.5% |
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