+1,115.5%
FLEX vs DHI
+414.5%
+701.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +6.5% |
| 7D | +5.7% | -3.4% | +9.1% | +7.3% |
| 30D | -7.0% | -5.4% | -1.6% | -5.1% |
| 3M | -23.8% | -10.4% | -13.4% | -20.9% |
| 6M | +82.6% | -2.8% | +85.4% | +83.3% |
| YTD | +91.6% | -3.4% | +95.0% | +91.2% |
| 1Y | +100.6% | -22.9% | +123.5% | +118.5% |
| 3Y | +479.8% | +20.7% | +459.1% | +379.0% |
| 5Y | +746.5% | +62.1% | +684.4% | +475.4% |
| All | +1,115.5% | +414.5% | +701.0% | +344.3% |
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 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