+4,509.4%
DHI vs FE
+556.9%
+3,952.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -2.0% | +0.6% | -2.7% | -2.3% |
| 30D | -8.3% | -2.1% | -6.2% | -7.5% |
| 3M | -3.7% | +2.6% | -6.4% | -4.8% |
| 6M | -5.4% | -6.8% | +1.4% | -2.7% |
| YTD | -3.0% | +6.9% | -9.9% | -6.0% |
| 1Y | -23.8% | +11.6% | -35.4% | -27.6% |
| 3Y | +21.8% | +47.7% | -25.9% | +1.5% |
| 5Y | +59.6% | +46.2% | +13.4% | +32.6% |
| 10Y | +391.2% | +109.2% | +282.0% | +231.8% |
| All | +4,509.4% | +556.9% | +3,952.5% | +2,367.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling