+9.4%
DHI vs FANG
+34.5%
-25.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.9% | +13.0% | +7.0% |
| 7D | +9.8% | -11.3% | +21.1% | +7.2% |
| 30D | +17.8% | -0.7% | +18.5% | +17.5% |
| 3M | +4.7% | -4.2% | +8.9% | +4.2% |
| 6M | +10.0% | -13.5% | +23.5% | +9.7% |
| YTD | +10.0% | +23.7% | -13.8% | -0.1% |
| All | +9.4% | +34.5% | -25.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling