+1,551.7%
DHI vs FN
+3,131.3%
-1,579.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.1% |
| 7D | -8.0% | +20.8% | -28.8% | -10.7% |
| 30D | +7.0% | -17.3% | +24.3% | +8.7% |
| 3M | -0.6% | -38.1% | +37.5% | +4.8% |
| 6M | +1.5% | -44.2% | +45.7% | +6.9% |
| YTD | +1.5% | -22.3% | +23.8% | -1.0% |
| 1Y | +0.4% | -20.9% | +21.4% | -2.9% |
| 3Y | +21.9% | +111.1% | -89.2% | -8.2% |
| 5Y | +56.1% | +191.8% | -135.7% | +7.5% |
| 10Y | +493.3% | +767.4% | -274.2% | +223.8% |
| All | +1,551.7% | +3,131.3% | -1,579.7% | +640.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling