+3,837.8%
DHI vs FFIV
+7,502.3%
-3,664.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -2.0% | -1.5% | -0.5% | -1.7% |
| 30D | -8.3% | -2.7% | -5.7% | -8.0% |
| 3M | -3.7% | -1.7% | -2.1% | -3.9% |
| 6M | -5.4% | +36.1% | -41.5% | -11.6% |
| YTD | -3.0% | +52.6% | -55.6% | -11.7% |
| 1Y | -23.8% | +21.5% | -45.4% | -27.7% |
| 3Y | +21.8% | +142.7% | -120.9% | 0.0% |
| 5Y | +59.6% | +92.6% | -33.0% | +36.9% |
| 10Y | +391.2% | +225.5% | +165.7% | +278.6% |
| All | +3,837.8% | +7,502.3% | -3,664.5% | +1,390.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling