+63.2%
DHI vs FIVE
+30.8%
+32.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | -3.4% | -3.0% | -0.4% | -2.7% |
| 30D | -5.4% | +2.7% | -8.1% | -6.2% |
| 3M | -10.4% | +21.1% | -31.6% | -15.1% |
| 6M | -2.8% | +11.9% | -14.7% | -6.7% |
| YTD | -3.4% | +29.9% | -33.3% | -11.1% |
| 1Y | -22.9% | +67.8% | -90.7% | -34.2% |
| 3Y | +20.7% | +52.8% | -32.1% | +0.7% |
| All | +63.2% | +30.8% | +32.4% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling