-22.9%
DHI vs FIVE
+66.5%
-89.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | -3.4% | -3.0% | -0.4% | -3.0% |
| 30D | -5.4% | +2.7% | -8.1% | -5.9% |
| 3M | -10.4% | +21.1% | -31.6% | -12.7% |
| 6M | -2.8% | +11.9% | -14.7% | -4.7% |
| YTD | -3.4% | +29.9% | -33.3% | -7.1% |
| 1Y | -22.9% | +67.8% | -90.7% | -29.5% |
| All | -22.9% | +66.5% | -89.4% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling