+404.6%
DHI vs FE
+114.2%
+290.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -3.4% | -1.4% | -2.0% | -2.9% |
| 30D | -5.4% | -1.9% | -3.6% | -4.8% |
| 3M | -10.4% | -0.2% | -10.3% | -10.4% |
| 6M | -2.8% | -7.1% | +4.3% | -0.1% |
| YTD | -3.4% | +6.1% | -9.6% | -5.9% |
| 1Y | -22.9% | +10.1% | -33.0% | -26.0% |
| 3Y | +20.7% | +46.9% | -26.2% | +2.4% |
| 5Y | +62.1% | +50.0% | +12.1% | +35.7% |
| All | +404.6% | +114.2% | +290.3% | +312.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling