+59.3%
DHI vs FGI
-66.2%
+125.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.4% | -11.9% | -2.5% |
| 7D | -6.1% | +22.8% | -28.9% | -6.4% |
| 30D | -10.1% | +85.9% | -96.0% | -11.6% |
| 3M | -7.3% | +32.4% | -39.7% | -8.6% |
| 6M | -6.1% | +106.3% | -112.5% | -8.2% |
| YTD | -5.0% | +48.4% | -53.5% | -6.9% |
| 1Y | -22.1% | +116.4% | -138.5% | -24.2% |
| 3Y | +19.2% | +9.2% | +10.1% | +17.2% |
| All | +59.3% | -66.2% | +125.5% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling