+766.8%
FIX vs DHI
+22.0%
+744.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +3.5% | -2.3% | +5.9% | +4.1% |
| 30D | -3.5% | -5.3% | +1.8% | -2.5% |
| 3M | -11.8% | -7.8% | -4.0% | -10.4% |
| 6M | +17.8% | -5.4% | +23.2% | +18.5% |
| YTD | +73.3% | -2.7% | +76.0% | +72.6% |
| 1Y | +128.1% | -21.0% | +149.1% | +138.5% |
| All | +766.8% | +22.0% | +744.8% | +619.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling