+59.6%
DHI vs FICO
+102.0%
-42.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -2.0% | -15.4% | +13.4% | +1.6% |
| 30D | -8.3% | -10.4% | +2.0% | -6.4% |
| 3M | -3.7% | -22.7% | +19.0% | +1.0% |
| 6M | -5.4% | -36.8% | +31.4% | +3.6% |
| YTD | -3.0% | -44.8% | +41.8% | +10.2% |
| 1Y | -23.8% | -39.3% | +15.5% | -16.9% |
| 3Y | +21.8% | +3.7% | +18.1% | -1.4% |
| 5Y | +59.6% | +101.7% | -42.1% | -6.2% |
| All | +59.6% | +102.0% | -42.4% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling