+62.2%
DHI vs FN
+296.8%
-234.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -2.3% | +5.8% | -8.1% | -2.9% |
| 30D | -5.3% | -20.6% | +15.4% | -3.3% |
| 3M | -7.8% | -28.6% | +20.9% | -5.4% |
| 6M | -5.4% | -20.7% | +15.3% | -5.4% |
| YTD | -2.7% | -8.1% | +5.4% | -5.7% |
| 1Y | -21.0% | +13.3% | -34.3% | -26.6% |
| 3Y | +22.2% | +175.7% | -153.5% | -13.6% |
| 5Y | +62.2% | +297.4% | -235.2% | -1.7% |
| All | +62.2% | +296.8% | -234.7% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling