-10.6%
BA vs DHI
+9.6%
-20.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | -0.4% |
| 7D | +5.9% | +9.8% | -3.9% | +2.7% |
| 30D | -8.2% | +17.8% | -26.0% | -13.2% |
| 3M | -25.4% | +4.7% | -30.1% | -26.6% |
| 6M | -20.0% | +10.0% | -30.1% | -22.9% |
| YTD | -18.5% | +10.0% | -28.4% | -22.0% |
| 1Y | -10.6% | +9.1% | -19.8% | -15.4% |
| All | -10.6% | +9.6% | -20.3% | -15.4% |
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