+404.6%
DHI vs FHN
+128.3%
+276.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -3.4% | -1.2% | -2.2% | -3.1% |
| 30D | -5.4% | -4.8% | -0.6% | -4.1% |
| 3M | -10.4% | -0.7% | -9.7% | -10.3% |
| 6M | -2.8% | +10.6% | -13.4% | -5.5% |
| YTD | -3.4% | +4.6% | -8.0% | -4.8% |
| 1Y | -22.9% | +11.4% | -34.3% | -25.6% |
| 3Y | +20.7% | +132.3% | -111.6% | -7.6% |
| 5Y | +62.1% | +90.2% | -28.0% | +21.6% |
| All | +404.6% | +128.3% | +276.3% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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