+1,052.1%
FIX vs DHI
+57.7%
+994.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | +17.0% | -8.0% | +25.1% | +19.6% |
| 30D | -30.6% | +7.0% | -37.6% | -33.0% |
| 3M | -35.0% | -0.6% | -34.4% | -36.0% |
| 6M | -44.0% | +1.5% | -45.4% | -45.5% |
| YTD | +21.1% | +1.5% | +19.6% | +17.1% |
| 1Y | +16.3% | +0.4% | +15.8% | +12.5% |
| 3Y | +507.4% | +21.9% | +485.5% | +410.1% |
| 5Y | +1,052.1% | +56.1% | +995.9% | +742.1% |
| All | +1,052.1% | +57.7% | +994.3% | +742.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling