-25.5%
FIS vs DHI
+21.1%
-46.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.2% |
| 7D | -7.9% | -3.4% | -4.5% | -7.3% |
| 30D | -8.0% | -5.4% | -2.5% | -7.0% |
| 3M | +0.6% | -10.4% | +11.0% | +2.4% |
| 6M | -22.2% | -2.8% | -19.4% | -22.3% |
| YTD | -40.8% | -3.4% | -37.4% | -41.0% |
| 1Y | -41.5% | -22.9% | -18.6% | -39.1% |
| 3Y | -25.5% | +20.7% | -46.2% | -37.0% |
| All | -25.5% | +21.1% | -46.6% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling