+105.4%
FAST vs DHI
+60.5%
+44.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +1.8% | -2.3% | +4.1% | +2.5% |
| 30D | -6.4% | -5.3% | -1.2% | -5.1% |
| 3M | +5.3% | -7.8% | +13.1% | +7.4% |
| 6M | +5.4% | -5.4% | +10.7% | +6.3% |
| YTD | +23.6% | -2.7% | +26.3% | +23.4% |
| 1Y | +4.1% | -21.0% | +25.0% | +9.8% |
| 3Y | +92.4% | +22.2% | +70.2% | +68.7% |
| All | +105.4% | +60.5% | +44.9% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling