+63.2%
DHI vs FFIV
+101.9%
-38.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.6% |
| 7D | -3.4% | +5.4% | -8.8% | -5.1% |
| 30D | -5.4% | -2.7% | -2.8% | -4.8% |
| 3M | -10.4% | +4.5% | -15.0% | -12.7% |
| 6M | -2.8% | +42.2% | -45.0% | -16.4% |
| YTD | -3.4% | +61.3% | -64.7% | -21.8% |
| 1Y | -22.9% | +23.0% | -46.0% | -30.6% |
| 3Y | +20.7% | +156.3% | -135.6% | -28.2% |
| All | +63.2% | +101.9% | -38.7% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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