-49.3%
TE vs DHI
+61.2%
-110.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | -0.1% |
| 7D | +0.2% | -3.4% | +3.6% | +1.6% |
| 30D | -5.9% | -5.4% | -0.5% | -3.9% |
| 3M | -45.6% | -10.4% | -35.1% | -43.6% |
| 6M | -43.4% | -2.8% | -40.6% | -43.1% |
| YTD | -31.0% | -3.4% | -27.6% | -31.7% |
| 1Y | +145.2% | -22.9% | +168.1% | +165.2% |
| 3Y | -24.1% | +20.7% | -44.7% | -37.4% |
| All | -49.3% | +61.2% | -110.6% | -65.2% |
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