+4,658.1%
FDX vs DHI
+12,556.3%
-7,898.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.9% |
| 7D | -3.3% | -2.0% | -1.3% | -2.8% |
| 30D | -1.4% | -8.3% | +6.9% | +0.5% |
| 3M | -4.5% | -3.7% | -0.8% | -3.9% |
| 6M | +9.4% | -5.4% | +14.8% | +10.4% |
| YTD | +36.0% | -3.0% | +39.0% | +36.3% |
| 1Y | +75.5% | -23.8% | +99.4% | +85.5% |
| 3Y | +62.8% | +21.8% | +41.0% | +51.7% |
| 5Y | +64.4% | +59.6% | +4.8% | +41.5% |
| 10Y | +175.5% | +391.2% | -215.7% | +79.7% |
| All | +4,658.1% | +12,556.3% | -7,898.2% | +1,594.4% |
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 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