+12,471.5%
FIX vs DHI
+7,284.9%
+5,186.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.3% |
| 7D | +6.0% | -3.1% | +9.2% | +7.0% |
| 30D | -7.2% | -5.5% | -1.8% | -5.9% |
| 3M | -15.9% | -2.2% | -13.6% | -15.8% |
| 6M | +12.7% | -6.0% | +18.7% | +14.2% |
| YTD | +72.8% | 0.0% | +72.8% | +70.8% |
| 1Y | +122.9% | -18.2% | +141.1% | +132.8% |
| 3Y | +774.3% | +22.5% | +751.8% | +681.1% |
| 5Y | +2,049.5% | +58.4% | +1,991.1% | +1,641.7% |
| 10Y | +5,821.5% | +405.2% | +5,416.3% | +3,188.0% |
| All | +12,471.5% | +7,284.9% | +5,186.6% | +2,868.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling