-53.4%
TE vs DHI
+174.1%
-227.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -6.1% |
| 7D | +0.9% | -6.1% | +7.0% | +2.5% |
| 30D | -16.3% | -10.1% | -6.2% | -13.9% |
| 3M | -40.8% | -7.3% | -33.4% | -39.9% |
| 6M | -42.6% | -6.1% | -36.5% | -41.8% |
| YTD | -31.4% | -5.0% | -26.4% | -31.4% |
| 1Y | +144.9% | -22.1% | +167.0% | +156.5% |
| 3Y | -26.0% | +19.2% | -45.2% | -31.6% |
| 5Y | -48.5% | +59.4% | -107.9% | -56.4% |
| All | -53.4% | +174.1% | -227.4% | -62.2% |
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 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