+1,283.4%
BAC vs DHI
+12,596.5%
-11,313.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.6% | -2.3% | +3.0% | +1.4% |
| 30D | -1.4% | -5.3% | +3.9% | +0.2% |
| 3M | +15.7% | -7.8% | +23.5% | +18.1% |
| 6M | +32.2% | -5.4% | +37.6% | +33.2% |
| YTD | +15.8% | -2.7% | +18.5% | +15.0% |
| 1Y | +27.3% | -21.0% | +48.2% | +34.4% |
| 3Y | +137.5% | +22.2% | +115.3% | +109.1% |
| 5Y | +73.1% | +62.2% | +10.9% | +34.2% |
| 10Y | +397.7% | +414.3% | -16.5% | +144.1% |
| All | +1,283.4% | +12,596.5% | -11,313.1% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling