+333.1%
FIS vs DHI
+2,548.6%
-2,215.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -9.1% | -2.3% | -6.7% | -8.5% |
| 30D | -10.4% | -5.3% | -5.2% | -9.3% |
| 3M | -3.7% | -7.8% | +4.1% | -2.1% |
| 6M | -24.8% | -5.4% | -19.4% | -24.3% |
| YTD | -41.6% | -2.7% | -38.9% | -41.9% |
| 1Y | -42.7% | -21.0% | -21.8% | -40.3% |
| 3Y | -26.2% | +22.2% | -48.4% | -32.5% |
| 5Y | -66.1% | +62.2% | -128.3% | -71.6% |
| 10Y | -40.9% | +414.3% | -455.1% | -63.9% |
| All | +333.1% | +2,548.6% | -2,215.6% | +40.7% |
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