+63.2%
DHI vs FND
-63.3%
+126.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | -3.4% | -5.8% | +2.3% | -0.7% |
| 30D | -5.4% | -20.2% | +14.8% | +5.0% |
| 3M | -10.4% | -12.0% | +1.5% | -5.5% |
| 6M | -2.8% | -18.5% | +15.7% | +5.3% |
| YTD | -3.4% | -22.3% | +18.8% | +6.3% |
| 1Y | -22.9% | -47.6% | +24.7% | +1.5% |
| 3Y | +20.7% | -49.8% | +70.4% | +55.0% |
| All | +63.2% | -63.3% | +126.5% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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