+63.3%
DHI vs FGI
-69.1%
+132.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | -2.3% | +14.7% | -17.0% | -2.5% |
| 30D | -5.3% | +67.0% | -72.2% | -6.8% |
| 3M | -7.8% | +31.0% | -38.8% | -9.0% |
| 6M | -5.4% | +126.8% | -132.2% | -7.5% |
| YTD | -2.7% | +35.6% | -38.3% | -4.5% |
| 1Y | -21.0% | +108.9% | -129.9% | -23.1% |
| 3Y | +22.2% | -0.3% | +22.4% | +20.2% |
| All | +63.3% | -69.1% | +132.3% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling