+20.7%
DHI vs FCEL
-62.7%
+83.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | -3.4% | +6.3% | -9.7% | -3.8% |
| 30D | -5.4% | -26.7% | +21.2% | -4.1% |
| 3M | -10.4% | -10.2% | -0.3% | -11.8% |
| 6M | -2.8% | +123.5% | -126.3% | -12.1% |
| YTD | -3.4% | +117.4% | -120.8% | -13.1% |
| 1Y | -22.9% | +146.0% | -168.9% | -32.5% |
| 3Y | +20.7% | -61.9% | +82.6% | +19.6% |
| All | +20.7% | -62.7% | +83.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 3y: compounded portfolio wealth divided by compounded FCEL 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…
3y analysis · Full analysis span regression · 6 months rolling