-22.4%
BA vs DHI
+57.7%
-80.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | -0.6% | -8.0% | +7.5% | +1.8% |
| 30D | -8.0% | +7.0% | -15.0% | -10.2% |
| 3M | -25.8% | -0.6% | -25.2% | -26.1% |
| 6M | -27.6% | +1.5% | -29.0% | -28.4% |
| YTD | -21.0% | +1.5% | -22.5% | -22.2% |
| 1Y | -12.3% | +0.4% | -12.7% | -13.6% |
| 3Y | -12.8% | +21.9% | -34.6% | -24.8% |
| 5Y | -22.4% | +56.1% | -78.5% | -46.2% |
| All | -22.4% | +57.7% | -80.1% | -46.2% |
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