+771.8%
DHI vs FIVE
+875.3%
-103.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -2.0% | +3.7% | -5.7% | -3.1% |
| 30D | -8.3% | +4.0% | -12.3% | -9.5% |
| 3M | -3.7% | +36.2% | -40.0% | -11.9% |
| 6M | -5.4% | +18.0% | -23.4% | -10.7% |
| YTD | -3.0% | +34.9% | -37.9% | -12.1% |
| 1Y | -23.8% | +67.9% | -91.8% | -35.5% |
| 3Y | +21.8% | +57.3% | -35.5% | -2.2% |
| 5Y | +59.6% | +39.5% | +20.1% | +28.9% |
| 10Y | +391.2% | +496.4% | -105.2% | +169.6% |
| All | +771.8% | +875.3% | -103.6% | +323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling