+2,634.1%
DHI vs FTI
+2,044.3%
+589.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.4% | -1.6% |
| 7D | -6.1% | -5.6% | -0.5% | -4.5% |
| 30D | -10.1% | +0.4% | -10.5% | -10.3% |
| 3M | -7.3% | +8.1% | -15.4% | -10.2% |
| 6M | -6.1% | +16.7% | -22.8% | -11.6% |
| YTD | -5.0% | +70.0% | -75.0% | -20.4% |
| 1Y | -22.1% | +85.4% | -107.5% | -36.6% |
| 3Y | +19.2% | +265.9% | -246.7% | -25.0% |
| 5Y | +59.4% | +1,072.7% | -1,013.3% | -37.4% |
| 10Y | +401.8% | +298.9% | +102.9% | +130.5% |
| All | +2,634.1% | +2,044.3% | +589.9% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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