+6,577.3%
FIX vs DHI
+414.5%
+6,162.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.6% |
| 7D | +5.0% | -3.4% | +8.4% | +6.4% |
| 30D | -2.7% | -5.4% | +2.7% | -0.8% |
| 3M | -8.2% | -10.4% | +2.2% | -5.0% |
| 6M | +20.3% | -2.8% | +23.0% | +20.3% |
| YTD | +81.4% | -3.4% | +84.8% | +80.7% |
| 1Y | +121.5% | -22.9% | +144.4% | +140.2% |
| 3Y | +807.4% | +20.7% | +786.7% | +664.1% |
| 5Y | +2,306.7% | +62.1% | +2,244.6% | +1,600.9% |
| All | +6,577.3% | +414.5% | +6,162.8% | +2,488.6% |
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 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