+404.6%
DHI vs FIVE
+491.7%
-87.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | -3.4% | -3.0% | -0.4% | -2.5% |
| 30D | -5.4% | +2.7% | -8.1% | -6.4% |
| 3M | -10.4% | +21.1% | -31.6% | -15.9% |
| 6M | -2.8% | +11.9% | -14.7% | -7.4% |
| YTD | -3.4% | +29.9% | -33.3% | -12.3% |
| 1Y | -22.9% | +67.8% | -90.7% | -35.8% |
| 3Y | +20.7% | +52.8% | -32.1% | -4.3% |
| 5Y | +62.1% | +31.3% | +30.8% | +30.5% |
| All | +404.6% | +491.7% | -87.1% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling