+2,166.4%
FIX vs DHI
+60.0%
+2,106.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +3.5% | -2.3% | +5.9% | +4.3% |
| 30D | -3.5% | -5.3% | +1.8% | -2.1% |
| 3M | -11.8% | -7.8% | -4.0% | -10.0% |
| 6M | +17.8% | -5.4% | +23.2% | +18.8% |
| YTD | +73.3% | -2.7% | +76.0% | +72.3% |
| 1Y | +128.1% | -21.0% | +149.1% | +142.2% |
| 3Y | +772.7% | +22.2% | +750.5% | +636.4% |
| 5Y | +2,166.4% | +62.2% | +2,104.3% | +1,524.5% |
| All | +2,166.4% | +60.0% | +2,106.4% | +1,524.5% |
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