+14,120.9%
DHI vs FICO
+40,262.7%
-26,141.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.4% |
| 7D | +1.8% | -0.1% | +1.8% | +1.7% |
| 30D | +15.4% | +8.4% | +7.0% | +12.0% |
| 3M | +3.0% | -30.5% | +33.5% | +10.9% |
| 6M | +5.7% | -35.7% | +41.4% | +15.0% |
| YTD | +9.0% | -57.2% | +66.2% | +31.0% |
| 1Y | +8.8% | -58.4% | +67.2% | +31.9% |
| 3Y | +33.0% | -24.8% | +57.9% | +27.4% |
| 5Y | +68.1% | +79.3% | -11.2% | +20.3% |
| 10Y | +532.1% | +531.6% | +0.4% | +213.0% |
| All | +14,120.9% | +40,262.7% | -26,141.9% | +4,328.8% |
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 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