+12,945.6%
DHI vs FICO
+51,890.4%
-38,944.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.5% | +3.8% |
| 7D | -3.1% | -19.2% | +16.0% | +2.6% |
| 30D | -5.5% | -14.6% | +9.1% | -1.6% |
| 3M | -2.2% | -20.1% | +17.9% | +2.6% |
| 6M | -6.0% | -36.3% | +30.4% | +3.7% |
| YTD | 0.0% | -44.9% | +44.8% | +14.5% |
| 1Y | -18.2% | -38.6% | +20.4% | -10.4% |
| 3Y | +22.5% | +4.0% | +18.6% | +9.3% |
| 5Y | +58.4% | +99.5% | -41.2% | +12.8% |
| 10Y | +405.2% | +604.7% | -199.5% | +148.0% |
| All | +12,945.6% | +51,890.4% | -38,944.8% | +3,771.6% |
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 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