-55.8%
FIG vs DHI
-16.9%
-38.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.2% | -4.5% |
| 7D | -16.3% | -3.1% | -13.2% | -16.5% |
| 30D | -14.3% | -5.5% | -8.9% | -14.8% |
| 3M | +7.2% | -2.2% | +9.4% | +6.8% |
| 6M | -18.6% | -6.0% | -12.7% | -19.4% |
| YTD | -35.5% | 0.0% | -35.4% | -36.4% |
| 1Y | -55.8% | -18.2% | -37.6% | -59.2% |
| All | -55.8% | -16.9% | -38.9% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling