+59.4%
DHI vs FE
+47.9%
+11.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -6.1% | -1.7% | -4.4% | -5.4% |
| 30D | -10.1% | -1.3% | -8.8% | -9.6% |
| 3M | -7.3% | +0.6% | -7.9% | -7.5% |
| 6M | -6.1% | -6.8% | +0.7% | -3.2% |
| YTD | -5.0% | +6.4% | -11.5% | -8.0% |
| 1Y | -22.1% | +11.3% | -33.4% | -26.3% |
| 3Y | +19.2% | +47.1% | -27.8% | -3.2% |
| 5Y | +59.4% | +50.4% | +9.0% | +24.8% |
| All | +59.4% | +47.9% | +11.5% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling