+404.6%
DHI vs FLR
+19.7%
+384.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -3.4% | -3.5% | +0.1% | -2.9% |
| 30D | -5.4% | +4.2% | -9.6% | -6.1% |
| 3M | -10.4% | +8.1% | -18.5% | -11.8% |
| 6M | -2.8% | +21.5% | -24.3% | -6.4% |
| YTD | -3.4% | +36.8% | -40.2% | -8.8% |
| 1Y | -22.9% | +31.2% | -54.1% | -27.0% |
| 3Y | +20.7% | +53.9% | -33.2% | +7.4% |
| 5Y | +62.1% | +243.0% | -180.9% | +24.8% |
| All | +404.6% | +19.7% | +384.8% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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