+396.1%
DHI vs FN
+927.1%
-531.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.9% |
| 7D | -6.1% | +2.3% | -8.4% | -6.5% |
| 30D | -10.1% | -23.2% | +13.1% | -7.0% |
| 3M | -7.3% | -30.4% | +23.1% | -3.5% |
| 6M | -6.1% | -25.6% | +19.5% | -5.0% |
| YTD | -5.0% | -11.3% | +6.2% | -8.2% |
| 1Y | -22.1% | +8.4% | -30.5% | -28.4% |
| 3Y | +19.2% | +166.2% | -147.0% | -17.3% |
| 5Y | +59.4% | +290.3% | -230.9% | -3.4% |
| All | +396.1% | +927.1% | -531.0% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling