+3,553.2%
FIX vs DHI
+494.1%
+3,059.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.7% |
| 7D | +9.4% | -4.1% | +13.5% | +11.2% |
| 30D | -27.8% | +9.3% | -37.1% | -31.6% |
| 3M | -35.6% | -2.6% | -33.0% | -36.3% |
| 6M | -45.2% | +4.1% | -49.3% | -47.7% |
| YTD | +19.5% | +2.3% | +17.2% | +14.0% |
| 1Y | +24.2% | +2.7% | +21.5% | +17.9% |
| 3Y | +494.2% | +23.2% | +471.0% | +388.5% |
| 5Y | +1,036.1% | +57.3% | +978.8% | +701.5% |
| All | +3,553.2% | +494.1% | +3,059.1% | +1,168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling