+13,528.4%
DHI vs FCEL
-99.8%
+13,628.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.5% | -1.8% |
| 7D | -6.1% | +6.3% | -12.4% | -6.9% |
| 30D | -10.1% | -18.8% | +8.7% | -9.0% |
| 3M | -7.3% | -3.8% | -3.5% | -10.1% |
| 6M | -6.1% | +121.1% | -127.3% | -18.8% |
| YTD | -5.0% | +113.3% | -118.3% | -18.4% |
| 1Y | -22.1% | +173.5% | -195.6% | -36.1% |
| 3Y | +19.2% | -63.9% | +83.1% | +10.2% |
| 5Y | +59.4% | -90.7% | +150.1% | +60.3% |
| 10Y | +401.8% | -99.2% | +501.0% | +351.4% |
| All | +13,528.4% | -99.8% | +13,628.2% | +12,340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling