-79.9%
FIG vs DHI
-1.0%
-78.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +5.0% |
| 7D | -3.8% | -3.4% | -0.4% | -4.3% |
| 30D | -2.3% | -5.4% | +3.1% | -3.1% |
| 3M | +20.0% | -10.4% | +30.4% | +17.4% |
| 6M | -16.7% | -2.8% | -13.9% | -17.2% |
| YTD | -37.9% | -3.4% | -34.5% | -38.7% |
| 1Y | -58.5% | -22.9% | -35.6% | -63.1% |
| All | -79.9% | -1.0% | -78.9% | -81.6% |
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