+9.1%
DHI vs FN
-25.7%
+34.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -6.0% | +14.1% | +7.8% |
| 7D | +9.8% | -7.0% | +16.8% | +9.8% |
| 30D | +17.8% | -24.7% | +42.6% | +17.9% |
| 3M | +4.7% | -35.7% | +40.4% | +4.9% |
| 6M | +10.0% | -52.4% | +62.4% | +10.5% |
| YTD | +10.0% | -25.0% | +34.9% | +9.9% |
| 1Y | +9.1% | -25.7% | +34.8% | +8.8% |
| All | +9.1% | -25.7% | +34.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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