+177.2%
FDX vs DHI
+414.5%
-237.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.6% |
| 7D | -3.3% | -3.4% | +0.1% | -2.1% |
| 30D | -4.5% | -5.4% | +0.9% | -2.7% |
| 3M | -7.3% | -10.4% | +3.1% | -4.1% |
| 6M | +7.5% | -2.8% | +10.3% | +7.8% |
| YTD | +35.1% | -3.4% | +38.5% | +35.3% |
| 1Y | +71.4% | -22.9% | +94.3% | +85.5% |
| 3Y | +60.8% | +20.7% | +40.1% | +42.2% |
| 5Y | +65.5% | +62.1% | +3.3% | +25.9% |
| All | +177.2% | +414.5% | -237.3% | +32.3% |
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