+1,605.9%
DHI vs FN
+3,082.8%
-1,476.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.8% | +1.0% | -3.1% |
| 7D | +3.1% | -4.1% | +7.2% | +3.2% |
| 30D | +11.0% | -28.3% | +39.3% | +15.2% |
| 3M | +2.1% | -33.9% | +35.9% | +6.4% |
| 6M | +1.7% | -43.9% | +45.6% | +7.0% |
| YTD | +4.9% | -23.4% | +28.3% | +2.5% |
| 1Y | +4.8% | -25.4% | +30.2% | +2.3% |
| 3Y | +25.9% | +107.9% | -82.0% | -5.0% |
| 5Y | +66.0% | +195.1% | -129.1% | +14.0% |
| 10Y | +508.5% | +794.1% | -285.6% | +230.5% |
| All | +1,605.9% | +3,082.8% | -1,476.9% | +666.9% |
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