+68.1%
DHI vs FICO
+81.4%
-13.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.6% |
| 7D | +1.8% | -0.1% | +1.8% | +1.7% |
| 30D | +15.4% | +8.4% | +7.0% | +12.9% |
| 3M | +3.0% | -30.5% | +33.5% | +9.5% |
| 6M | +5.7% | -35.7% | +41.4% | +13.2% |
| YTD | +9.0% | -57.2% | +66.2% | +28.8% |
| 1Y | +8.8% | -58.4% | +67.2% | +29.6% |
| 3Y | +33.0% | -24.8% | +57.9% | +15.4% |
| 5Y | +68.1% | +79.3% | -11.2% | -1.6% |
| All | +68.1% | +81.4% | -13.3% | -1.6% |
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