+533.3%
FAST vs DHI
+494.1%
+39.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +4.2% | -4.1% | +8.2% | +5.3% |
| 30D | +6.7% | +9.3% | -2.6% | +3.7% |
| 3M | +8.0% | -2.6% | +10.6% | +8.2% |
| 6M | +27.4% | +4.1% | +23.3% | +24.8% |
| YTD | +40.5% | +2.3% | +38.2% | +37.8% |
| 1Y | +38.4% | +2.7% | +35.6% | +35.3% |
| 3Y | +98.7% | +23.2% | +75.5% | +78.2% |
| 5Y | +106.7% | +57.3% | +49.4% | +67.1% |
| All | +533.3% | +494.1% | +39.2% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling