+484.1%
DHI vs FICO
+527.0%
-42.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -4.1% | +2.2% | -6.3% | -4.8% |
| 30D | +9.3% | +0.1% | +9.2% | +8.7% |
| 3M | -2.6% | -35.2% | +32.6% | +9.1% |
| 6M | +4.1% | -32.4% | +36.4% | +12.5% |
| YTD | +2.3% | -57.4% | +59.7% | +29.0% |
| 1Y | +2.7% | -58.5% | +61.3% | +30.9% |
| 3Y | +23.2% | -28.9% | +52.0% | +10.6% |
| 5Y | +57.3% | +91.7% | -34.4% | -18.5% |
| All | +484.1% | +527.0% | -42.9% | +63.3% |
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