+1,464.8%
FITB vs DHI
+12,289.5%
-10,824.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.3% |
| 7D | -1.0% | -6.1% | +5.1% | +1.1% |
| 30D | -5.5% | -10.1% | +4.6% | -2.3% |
| 3M | +4.1% | -7.3% | +11.4% | +6.2% |
| 6M | +18.7% | -6.1% | +24.8% | +20.3% |
| YTD | +18.2% | -5.0% | +23.2% | +18.7% |
| 1Y | +23.7% | -22.1% | +45.8% | +32.3% |
| 3Y | +130.8% | +19.2% | +111.5% | +107.2% |
| 5Y | +69.8% | +59.4% | +10.4% | +34.1% |
| 10Y | +287.4% | +401.8% | -114.5% | +99.7% |
| All | +1,464.8% | +12,289.5% | -10,824.7% | +323.3% |
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