+6,770.6%
DHI vs FDS
+8,778.1%
-2,007.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.7% |
| 7D | -2.3% | -8.8% | +6.4% | +1.3% |
| 30D | -5.3% | -1.4% | -3.9% | -5.0% |
| 3M | -7.8% | +13.9% | -21.6% | -13.8% |
| 6M | -5.4% | +27.4% | -32.8% | -16.8% |
| YTD | -2.7% | -2.5% | -0.2% | -5.9% |
| 1Y | -21.0% | -23.8% | +2.8% | -16.1% |
| 3Y | +22.2% | -32.5% | +54.7% | +34.4% |
| 5Y | +62.2% | -23.2% | +85.4% | +67.9% |
| 10Y | +414.3% | +76.4% | +337.9% | +271.9% |
| All | +6,770.6% | +8,778.1% | -2,007.5% | +1,611.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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