+63.2%
DHI vs FTV
-2.3%
+65.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -3.4% | -4.0% | +0.5% | -0.9% |
| 30D | -5.4% | -11.0% | +5.6% | +1.9% |
| 3M | -10.4% | -8.4% | -2.0% | -5.6% |
| 6M | -2.8% | -2.6% | -0.2% | -1.7% |
| YTD | -3.4% | -0.6% | -2.8% | -4.6% |
| 1Y | -22.9% | +11.0% | -33.9% | -29.4% |
| 3Y | +20.7% | -6.3% | +27.0% | +21.6% |
| All | +63.2% | -2.3% | +65.5% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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