-65.0%
FIS vs DHI
+61.2%
-126.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.3% |
| 7D | -7.9% | -3.4% | -4.5% | -7.1% |
| 30D | -8.0% | -5.4% | -2.5% | -6.7% |
| 3M | +0.6% | -10.4% | +11.0% | +3.2% |
| 6M | -22.2% | -2.8% | -19.4% | -22.3% |
| YTD | -40.8% | -3.4% | -37.4% | -41.1% |
| 1Y | -41.5% | -22.9% | -18.6% | -38.2% |
| 3Y | -25.5% | +20.7% | -46.2% | -34.8% |
| All | -65.0% | +61.2% | -126.2% | -75.6% |
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