-22.6%
FPS vs DHI
+0.1%
-22.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +8.1% | -25.4% | -16.7% |
| 7D | -23.3% | +9.8% | -33.1% | -23.3% |
| 30D | -42.4% | +17.8% | -60.3% | -43.9% |
| 3M | -43.0% | +4.7% | -47.8% | -42.1% |
| 6M | -44.5% | +10.0% | -54.5% | -44.7% |
| All | -22.6% | +0.1% | -22.7% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling