-10.0%
DHI vs FBTC
+59.7%
-69.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.3% |
| 7D | -6.1% | -5.8% | -0.3% | -5.6% |
| 30D | -10.1% | +21.4% | -31.5% | -11.7% |
| 3M | -7.3% | +24.5% | -31.8% | -9.2% |
| 6M | -6.1% | +9.9% | -16.0% | -7.1% |
| YTD | -5.0% | -12.0% | +7.0% | -4.0% |
| 1Y | -22.1% | -32.3% | +10.2% | -18.8% |
| All | -10.0% | +59.7% | -69.7% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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