+392.9%
BAC vs DHI
+414.5%
-21.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | 0.0% | -3.4% | +3.4% | +0.9% |
| 30D | -2.8% | -5.4% | +2.7% | -1.4% |
| 3M | +14.2% | -10.4% | +24.7% | +17.2% |
| 6M | +30.5% | -2.8% | +33.3% | +30.4% |
| YTD | +15.8% | -3.4% | +19.2% | +15.3% |
| 1Y | +26.2% | -22.9% | +49.1% | +33.4% |
| 3Y | +136.5% | +20.7% | +115.8% | +109.9% |
| 5Y | +75.9% | +62.1% | +13.8% | +37.1% |
| All | +392.9% | +414.5% | -21.6% | +143.0% |
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