+30,709.6%
FAST vs DHI
+12,945.6%
+17,764.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.4% | -3.1% | +2.8% | +0.4% |
| 30D | -0.8% | -5.5% | +4.7% | +0.3% |
| 3M | +5.8% | -2.2% | +8.0% | +6.0% |
| 6M | +8.0% | -6.0% | +13.9% | +8.9% |
| YTD | +25.6% | 0.0% | +25.6% | +24.8% |
| 1Y | +0.8% | -18.2% | +19.0% | +4.5% |
| 3Y | +86.1% | +22.5% | +63.6% | +71.7% |
| 5Y | +100.2% | +58.4% | +41.9% | +71.7% |
| 10Y | +494.2% | +405.2% | +89.0% | +274.8% |
| All | +30,709.6% | +12,945.6% | +17,764.0% | +10,096.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling