+701.5%
DHI vs FANG
+1,412.9%
-711.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -3.4% | +2.9% | -6.3% | -3.9% |
| 30D | -5.4% | +2.6% | -8.1% | -5.9% |
| 3M | -10.4% | +7.6% | -18.0% | -12.0% |
| 6M | -2.8% | +17.3% | -20.1% | -6.5% |
| YTD | -3.4% | +38.7% | -42.1% | -9.9% |
| 1Y | -22.9% | +51.6% | -74.6% | -29.3% |
| 3Y | +20.7% | +50.0% | -29.3% | +8.9% |
| 5Y | +62.1% | +237.6% | -175.4% | +22.5% |
| 10Y | +410.4% | +180.7% | +229.8% | +238.3% |
| All | +701.5% | +1,412.9% | -711.4% | +228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling