+9.1%
DHI vs FGI
+38.7%
-29.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.0% | +13.1% | +8.2% |
| 7D | +9.8% | +3.3% | +6.4% | +9.6% |
| 30D | +17.8% | -2.0% | +19.9% | +17.8% |
| 3M | +4.7% | +60.3% | -55.5% | +1.9% |
| 6M | +10.0% | +0.7% | +9.3% | +8.1% |
| YTD | +10.0% | +30.2% | -20.2% | +6.7% |
| 1Y | +9.1% | +44.4% | -35.2% | +1.6% |
| All | +9.1% | +38.7% | -29.6% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling