+21.8%
DHI vs FN
+175.0%
-153.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.1% |
| 7D | -2.0% | +3.5% | -5.6% | -2.2% |
| 30D | -8.3% | -26.0% | +17.6% | -7.2% |
| 3M | -3.7% | -33.3% | +29.5% | -2.2% |
| 6M | -5.4% | -14.9% | +9.5% | -5.9% |
| YTD | -3.0% | -8.6% | +5.6% | -4.6% |
| 1Y | -23.8% | +12.3% | -36.2% | -26.8% |
| 3Y | +21.8% | +174.4% | -152.6% | -13.2% |
| All | +21.8% | +175.0% | -153.2% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling