-53.1%
TE vs DHI
+178.8%
-231.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.2% |
| 7D | +0.2% | -3.4% | +3.6% | +1.1% |
| 30D | -5.9% | -5.4% | -0.5% | -4.6% |
| 3M | -45.6% | -10.4% | -35.1% | -44.3% |
| 6M | -43.4% | -2.8% | -40.6% | -43.1% |
| YTD | -31.0% | -3.4% | -27.6% | -31.2% |
| 1Y | +145.2% | -22.9% | +168.1% | +157.7% |
| 3Y | -24.1% | +20.7% | -44.7% | -30.1% |
| 5Y | -48.1% | +62.1% | -110.3% | -56.4% |
| All | -53.1% | +178.8% | -231.8% | -62.1% |
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