+65.4%
FDX vs DHI
+56.7%
+8.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.6% |
| 7D | -3.9% | -6.1% | +2.3% | -1.8% |
| 30D | -3.3% | -10.1% | +6.8% | +0.1% |
| 3M | -2.0% | -7.3% | +5.4% | 0.0% |
| 6M | +8.0% | -6.1% | +14.2% | +9.6% |
| YTD | +35.0% | -5.0% | +40.0% | +36.1% |
| 1Y | +73.7% | -22.1% | +95.8% | +86.0% |
| 3Y | +61.6% | +19.2% | +42.4% | +45.1% |
| 5Y | +65.4% | +59.4% | +6.0% | +25.3% |
| All | +65.4% | +56.7% | +8.7% | +25.3% |
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 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