+548.5%
DHI vs FWONK
+276.9%
+271.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -5.4% | -7.7% | +2.3% | -2.8% |
| 3M | -10.4% | +5.7% | -16.2% | -12.4% |
| 6M | -2.8% | +13.5% | -16.2% | -7.4% |
| YTD | -3.4% | -3.0% | -0.4% | -3.1% |
| 1Y | -22.9% | -6.4% | -16.5% | -21.8% |
| 3Y | +20.7% | +43.8% | -23.1% | +2.0% |
| 5Y | +62.1% | +98.6% | -36.4% | +19.0% |
| 10Y | +410.4% | +340.0% | +70.4% | +173.2% |
| All | +548.5% | +276.9% | +271.5% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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