+13,580.8%
DHI vs FICO
+40,647.5%
-27,066.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -4.1% |
| 7D | +3.1% | +0.9% | +2.2% | +2.7% |
| 30D | +11.0% | +9.4% | +1.5% | +7.5% |
| 3M | +2.1% | -30.4% | +32.5% | +9.9% |
| 6M | +1.7% | -35.1% | +36.8% | +10.3% |
| YTD | +4.9% | -56.8% | +61.6% | +25.7% |
| 1Y | +4.8% | -58.4% | +63.2% | +27.0% |
| 3Y | +25.9% | -26.7% | +52.6% | +21.5% |
| 5Y | +66.0% | +88.0% | -22.1% | +17.1% |
| 10Y | +508.5% | +545.7% | -37.2% | +199.5% |
| All | +13,580.8% | +40,647.5% | -27,066.7% | +4,148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling