+396.1%
DHI vs FICO
+651.8%
-255.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.6% |
| 7D | -6.1% | -14.1% | +8.0% | -1.6% |
| 30D | -10.1% | -7.5% | -2.6% | -8.4% |
| 3M | -7.3% | -21.3% | +13.9% | -1.3% |
| 6M | -6.1% | -25.2% | +19.1% | -0.1% |
| YTD | -5.0% | -43.2% | +38.1% | +11.7% |
| 1Y | -22.1% | -37.2% | +15.1% | -13.6% |
| 3Y | +19.2% | +6.8% | +12.5% | -6.1% |
| 5Y | +59.4% | +112.8% | -53.4% | -15.5% |
| All | +396.1% | +651.8% | -255.7% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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