+1,526.7%
DHI vs FN
+3,620.5%
-2,093.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -1.6% |
| 7D | -3.1% | -1.7% | -1.5% | -2.9% |
| 30D | -5.5% | -22.0% | +16.5% | -2.4% |
| 3M | -2.2% | -43.0% | +40.8% | +4.9% |
| 6M | -6.0% | -27.7% | +21.8% | -4.3% |
| YTD | 0.0% | -10.5% | +10.5% | -3.0% |
| 1Y | -18.2% | +12.5% | -30.7% | -24.6% |
| 3Y | +22.5% | +153.8% | -131.3% | -9.1% |
| 5Y | +58.4% | +288.0% | -229.6% | +5.3% |
| 10Y | +405.2% | +906.4% | -501.2% | +173.4% |
| All | +1,526.7% | +3,620.5% | -2,093.9% | +625.7% |
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 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